If you are making your own HDRI images from digital photos, either from a probe, or just a straight picture, one exposure will work, but will be a LDI(low dynamic image). It will light the scene but only in a very general way, but will provide good reflections. Try bracketing the main exposure with shots 1 or 2 stops up and down, or as many stops as you like. Then combine them in HDRIshop. The lighting will become more scene specific, shadows will harden where they should, espcialy if there is a sun in the shot! Don't forget to use a tripod, as the frame must register.