I used a program called Qtpfsgui. Essentially, if you still have the original file from the memory card, even if it's a jpeg rather than a raw, you can make an hdr out of it. Believe me, I was surprised when I found out about it too. I guess the original file has exposure settings on it that regular jpegs don't.
I don't think anything that's achieved by doctoring a single jpeg file can properly be called an HDRI. It might be striking to look at - as yours is - but that doesn't make it HDR. I've just been looking at Qtpfsgui's own website and it's pretty clear that in order to achieve HDR images from jpegs, you need to have (in their own words) "a set of images of the same scene taken at different exposure setting". If their software allows you to create strange effects from a single jpeg file, that's an artefact of the software, not HDR. Sorry.
I don't know how to describe it then, because I get pretty much the same effect out of the (memory-card) jpegs as I do with a regular, traditional RAW hdr process. Mind you, I tried making hdrs with regular(not memory card) jpegs and they came out not looking good at all. It's really really weird. Maybe it should be called a pseudo-hdr, or something. Weird.