Z999 - about the only way to eliminate blurring is to use white balance bracketing instead of exposure bracketing in your DSLR, or to use a single RAW image. The white balance bracketing creates a three images from a single shutter snap. I know both Canons and Nikons have this feature.
As for Photoshop, the latest version has an HDR plugin that works very well. I've also been using Photomatix for my images. I like to try both to see what works best.
The following image was done with a single RAW file, adjusting both white balance and exposure on the images...
This one was shot with white balance bracketing in the camera...
You can see more on my
Flickr HDR set.