I tried but I couldn't get mines as good as everyone else's (not with the self portrait, I tried taking multiple photos from outside on a tripod with dif exposures, and the HDR looked like a high exposed photo).
have you checked out the tutorial at the beginning of the thread? tried the tone mapping option in photomatix?
as for skin HDRs, they are pretty hard and it is better to start with photos like landscapes that have dynamic ranges to begin with but a picture can't really show all it's beauty, so that's where blending different exposures has meaning, IMO