HDR=HIGH DYNAMIC RANGE PHOTOGRAPHY.
basically unless your shooting under dark blue skys or the early morning or evening light the range of a digital camera cant capture such a wide range of light.
white or turqoise skys are usually the result and look not so good.
hdr merges multiple exposures into 1 super exposure and utilizes the best parts of each to give you nice shadows and blue skys.
there are quite a few different techniques for doing this , some more realistic looking while others are more artsey and post card looking.
i usually do them all
these 2 are an example of whats called the detail enhancer technique, its more artsey