Dang! I knew there had to be a catch, unless there's some way to convert exr to hdr files, such as by changing the extension. So I guess this means that OS X users are limited to Terragen if they want to create hdr files. From what I saw, looking at how EXR converts a jpeg file, it multiplies the gamma by 2.2 and exports a stretched version of the jpeg, either uncompressed or recompressed.