I am just leaning HDR in Photoshop CS5, can anyone recommend some good tutorials?
This is a tutorial is a good start, with explanations of some of the terms. I also think that basic HDR tutorials will also be of benefit, given that the concepts are the same between applications. You can find a myriad of HDR tutorials via web search that should apply to any HDR tool of your choosing.
dpreview has recently posted the first in a series of articles on HDR photography
This isn't a tutorial as such (specific techniques will be covered in subsequent posts) but it explains in detail the concepts of HDR photography and as such will increase your understanding of why you're doing HDR, no simply how.
you could also just download the trial version of photomatix which is a popular HDR processor. You can just tell it what files to load and it will make the HDR image from it. then you can use the simple single-click presets to see various mappings to LDR output (i.e. tone-mapping). I found that just using the photomatix wizard prior to really learning the details of HDR was easy.