@Jedi, 

The quick answer is to drop in another background image that has similar lighting so it looks like it belongs. 

HDRI maps, especially free ones, are a real mixed bag. The free ones are usually terrible if you want a background quality image because the are all low, low resolution and only really suitable for reflections and not back plates. Good HDRI files are usually between 30 and 100 megs each and sometimes even have corrresponding high resolution backplates to go with them for backgrounds. 

If you would like some decent, free HDRI maps, try here: http://www.openfootage.net/  Really super stuff. And if you want pay for some nice ones, I personally use several sets from this vendor: http://www.doschdesign.com/products/hdri?subrubrik=67

It usually comes to down to, "you get what you pay for." - the cruel reality of CG. Open Footage is the exception to that rule but they have a more limited selection. 

There are some other good vendors of HDRI maps but I've found that after I've gotten a good outdoor, indoor and studio set, I really don't need much else unless there is a specific location I need for a job.

Mark