HDR Efex Pro is a relatively new Photoshop and Lightroom plug-in from Nik Software. The process that I use most often is first pre-processing a series of bracketed, raw exposures in Lightroom 3, and then opening them directly into HDR Efex Pro, where they are merged and processed to achieve the style or look you need.
Exporting and Merging Exposures
Once your raw edits are applied to the series of exposures, you are ready to move the files from Lightroom and merge them in HDR Efex Pro. (Typically you will have 3, 5, or 7 shots in a seriessee Page 1 from my earlier HDR article for more background on why this is the case. To do this, open your Filmstrip panel at the bottom of the Lightroom window, make sure all of the exposures you just worked on are selected (and no others!), and choose File > Export with Preset > HDR Efex Pro (see Figure 1).
Figure 1 HDR Efex Pro can be located either in the File menu under Export with Preset, or by right-clicking one of the thumbnails from the bracketed series and choosing Export > HDR Efex Pro.