I tried it with CS2 with no luck a while back and just kind of gave up. A buddy of mine told me about Photomatix so I thought I would give that a try. I didn't understand how to work it either so I gave up on it until a month ago and played with it again. I just kept messing with stuff and I think I have a bit of a handle on it now, but I'm sure there are still lots of little tricks to figure out yet.
As for Scavo's stuff, I really don't care for it. It just looks too fake to me. Maybe if he toned it down a bit, but the way he's been doing it is too much for my liking.