what is the difference? Regular and SLR?
The basic difference between an SLR and a non-SLR is that the image you see comes through the lens. But this is a bit moot since digital cameras show you exactly what the picture is going to be on the LCD.
ChrisA may have been suggesting that you invest in a DSLR so that you have greater lens flexibility. The D40 for example will allow you to put different lenses on your camera. For example at social gatherings you can have a wide lens, or when you go bird watching you can put on a long lens.
But generally seeing your unfimialarity with cameras, you may want to start out with something cheaper to understand what your real needs are. There is little point in spending $400 to discover your needs aren't being met.
Also, I think you are interested in HDR photography, not HD (HD would be a 2MP camera). HDR (High Dynamic Range) essentially increases the exposure range (our eyes do that but cameras don't). For that you don't really need anything special, just a camera that either does Exposure Bracketing, or you can do it manually with a tripod on a camera that has exposure adjustments (entry level P&S cameras don't have this).