ali64risk,
take a look on that VIDEO. It will help you for configuration.
Try to render your scene with my sky image. You will have a bad BG render because of low resolution but you will understand how it works.
To have good results, your HDR image must have a very high resolution.
On this exemple, the HDR image is 9000 pixels long and is a pure render, no photoshop postprod :
On the net, high HDR images sold are 12000 pixels long...