I do not understand how to properly work with the cr2hdr.exe? 
I drag file .DNG(made using raw2dng of .RAW) on cr2hdr.exe- nothing happens!
Maybe it is the version I use, but for me, I used RAW2DNG to extract my RAW file, I then got Interlaced DNG's then I just selected all the DNG's and dragged them onto the CR2HDR and then I was left with normal looking DNG's that I was able to adjust more dynamically, so this way worked for me.
As for the CR2 stills, I just simply dragged them onto the cr2hdr file, I am using windows version by the way.
Here are the versions I am using.
http://www.mediafire.com/download/j93ojwx50ddv201/Raw2DNG_cr2hdr_550D_Windows.zipOh! One important thing, make sure your CR2 or DNG files that you plan to convert are in same folder as the CR2HDR.EXE file or maybe just use simple folder names, I dont think the long folder names work very well when it comes to drag and drop process. Have not tested yet, but I just put my DNG and CR2 files in the folder with CR2HDR.EXE file till it processed them.
Update! Scratch what I said about having to drag the DNG on the CR2HDR.EXE I must of been seeing things earlier cause now that its lighter out I can test more and just dragging the RAW file onto the RAW2DNG.exe I am using I am getting a normal image now and when it is processing I see its working correctly and the DNG files are very dynamic as they were before in my test but I swore the DNG came out interlaced, so Pardon me for my mess up, I must of been viewing a CR2 at the time LOL.