NICE SHOT for sure! HDR? What camera?
HDR is for High Dynamic Range photography. It puts details in what you'd otherwise see bleached out or black from the shadows.
Check out these samples here.
I just have the Canon XSI, though most SLR's can do it. You need a camera that saves pics in RAW files, and can do AEB (Auto Exposure Bracketing), which is pretty common nowadays.
It's basically taking a picture along with an overexposed and an underexposed duplicate (taken by the AEB mode, and requires a tripod or a steady hand since you need all three lined up with no change), and a program (like Photoshop or Photomatix) merges all three, taking the best parts of each.
It can be done with JPEG files, but JPEGs can cut off some of the colour details with its 8-bit limit, while RAW files use the camera's full 14 or 16 bit colour range.
I just used a few limited tools, but the really good guys can make them look pretty sweet.. Click on the one below for a decent source..