How do you do it? I found the instructions but:  

1. Take bracketed shots of your scene.
   done
   
   
2. Open bracketed images in Hugin. Align - let's say - the middle exposures together and set the stacks in the Images tab.
   1. If your stacks don't align (shot hand-held, sloppy panohead, etc.), set some control points inside stacks and align them too.
      done.... not sure about 'set[ting] the stack in the Images tab'
      
      
3. Stitch the panorama with hugin and 
   done
   
4. enblend to HDR file.
   not done. how?
   
5. 
   
6. Optionally tonemap the result with qtpfsgui.

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