Load your photo into the editor, then set the exposure level to -2 and save the image as a 16bit TIFF without any metadata such as EXIF info. This is the important part. If you save it with EXIF info you will find that Photomatix relies on that info to produce the HDR shot. The problem with this is that the shutter speed and aperture values will be the same across the 3 images and Photomatix won’t know which image is -2, 0 and +2. Set the exposure level to 0, save that and then set it to +2 and save that image.