I both agree and disagree with Matt. I agree it is just standard HDR halos, but I disagree on how to fix it.
I do a lot of HDR work, but I concentrate on photorealistic HDR, not the Stuck in Customs style. Here one of my shots:
Notice that there are not any halos. (And in the hi-rez version you can see that the moon is properly exposed!)
Smooth Highlights is what you want to use if you ace using Tone Mapping, turn it to the right. It will brighten the sky and remove the halo around the building. And, when you are done, take it back in Photoshop and adjust your brightness and contrast. I find the best way to get photorealistic HDR is to not worry too much about B&C in Photomatix but rather fix it afterwards. Get the look you want in Photomatix, get the tonality in Photoshop (or Lightroom).
I just reprocessed the shot and turned Smooth Highlights all the way to the left. (Yes, in addition to saving your RAWs, you need to save your Photomatix XMP files so you can go back.)
This shot has that typical dark HDR sky with an obvious halo around the building. Yes, the sky was darker slightly near the top, but notice how the brightness tracks the house's outline! That certainly wasn't there in the scene. (Note, I didn't straighten or crop this as the original so you can easily see the halo.)
One trick to see halos when they aren't obvious, but still there, is to zoom way back. Here's the same image downsampled to 200 pixels. The halo jumps out at you now.
And I do agree with Matt, you probably don't need HDR for that shot at all, unless of course, you want the Stuck in Customs style, in which case the halo is probably fine. Not my cup of tea but the Internet seems to not mind.
Oh, and one more thing, Photomatix has a million sliders, there are certainly other ways to get what you want, just sit and play with them. But be warned, they all seem to interact with each other!