Thanks buddy. Yep, I took 3 shots with different exposures using bracketing. Sometimes it takes a bit of luck to get it right in Photomatix, as sometimes the scene/lighting conditions don't work so well with HDR. At first I didn't think it was going to work, but after a bit of patience I got it looking alright.
Here's a screenshot of the settings I used (my Photomatix is version 3.1, so might be slightly different if you're using the new version) -
I use a Canon EOS 450D (Rebel XSi).
Oh ok I see, makes sense