thats actually not what you do, but i could be wrong.

you are supposed to take a picture from every angle and then connect them in a program like photoshop. then you need to edit it and save it into 3 different images. make one have blown-out light tones, leave one normal, and in the last one, make the darks dark.
then you use the "merge to HDR" function in photoshop cs3 (or higher) and edit it to your liking. then you save it out as a .HDR file.

its not nearly as simple as taking a picture of a sphere, as far as i know.