HDRI background will not be affected by additional lighting because that background is casting illumination on its own.  Technically, HDRI is supposed to provide an environmental light, not act as a background image as well.  From what I've read in some published texts, you need to make your modifications in an external program like Photoshop that can handle 32-bit HDRI or Picturenaut (free software).  Not only can you darken or lighten those files, but you can also selectively edit areas for better presentation.