This is an interesting “picture” on Flickr. Basically put it explains how to make a high dynamic range (HDR) image and gives loads of links where people can find tutorials and further advice.
There seems a reasonably strong opinion that HDR “cant” be made from a single exposure and while I can see the argument I suspect it is stuck on a bit of a purist-obsessive definition of what an HDR image is.
If you have photoshop, get hold of DCE Tools and see what can be done with a single image…