HDR Lighting?

I have been looking through the forum for any information on HDR Lighting. I have seen that when using it you can make photorealistic scenes with no use of lamps. Can someone please point me to a tutorial that shows me how to do this?

You’l find blenderart magazine issue 3 usefull , its all about rendering including hdri get it from http://www.blenderart.org/download.html

Thank you!