NatureScapes.net has a tutorial on HDR images: "High dynamic range (HDR) in photography means representing the full range of tonality present in the scene with high perceptual faithfulness. Most HDR techniques currently use software to combine several different exposures of a scene into a single file that maps the full range of luminance at every pixel."
Mahesh Thapa has some of the best examples of HDR photography that I have seen -- he mastered the technique as is able to create fantastic landscape shots. Check out some of his recent pictures here they all use the HDR technique. While you are at it, visit his gallery web site for even more great photography and great examples of HDR at work.