My attempt at doing a similar, but non-HDR version hasn't be so successful:
It takes time to bribe the dog to sit still. Once you do that, then it will get easier. Don't even worry about HDR. I was just playing with PhotoMatix to learn how to use it. Shoot RAW, and PP with PSE6. Also, take the dog to outdoors, let it play and be happy, and stand nearby taking pictures. The black/white spots on the dog would benefit from another background that is lighter. For example, a grassy field, the leaves that fall from the trees in the Fall, or anything that brings a little color to the photo. The deck planks are too dark or gray.
You will notice that in my photo the dog was sitting. Her nose was perhaps 10" from the front glass on the lens. At 17mm, her face and shoulders were taking quite a lot of the frame (what I was seeing though the viewfinder). It's a sort of close-up photo of her face.
Don't get the dog bored by telling it to seat down and such. Just make it a sort of a fun time by taking it outside to play, and then ask him to sit. When he does that, give him a reward, maybe a low-calorie snack (you will need plenty in you pocket). It will take a little time, but eventually the dog will sit without a reward, except for a nice talk that would make him happy, etc.
By the way, my wife buys some snacks that are made in Alaska. I believe that this guy decided to create a snack that had salmon in it, and dogs love it. The word about the snacks caught national attention, and now the stuff is all over the place in the US. The name is "Chummies" (for Chum salmon). The snacks are very small, and that's how I bribe the dog without over-feeding her.