Another good image, can I ask what software you use to create this, photomatix? How many exposures (if any)?
With HDR you always need to take particular care with strong highlights such as the sky as they tend to blow out easily if you're not careful. They also get this effect if you try to push the effect a little to much. If you look at my earlier work you can see that I've done the same as this (the edges of the sky) and when you're just getting into HDR you tend not to notice the common problems that come with processing. I always got frustrated that I wasn't getting enough out of it and it was a result in pushing it too hard.
The processing with this is nice, but I do feel that it's a little over-worked, particularly on the smoothing. When you take that smoothing slider right down you begin to lose edges (lighting) and the image becomes quite flat - the edges seem to get missed like the rest when darkening. You could try using this lightly - a medium or high setting when smoothing or move that slider gradually until that halo effect isn't visible. Luminosity also plays a part and does the same with this.
The way I do it is to go through each setting and adjust things gradually, then go through them again, and then a third time to make finer adjustments (not strictly but as a basis), and I make sure that the smoothing and luminosity aren't too over done.
As I've said, it's a good image and I'm probably being fussy again but I just find myself being drawn towards the sky around those trees so I thought I'd give a little advice! It's difficult to give exact guidelines just because it's always a matter of playing with each setting to see what you get as each image is different.
Hope it helps in some way!
All the best,