I’ve been trying to get HDRI to work for a while now, picking up bits and pieces of information from different places. No success however… it’s quite confusing with all the separate programs and scripts needed to do it :-?
Are there any step-by-step tutorials out there for rendering your Blender scene in HDRI?
ask bgdm, he is the hdri-detected 
If you have an HDRI probe you are halfway to render.
Use YableX
To your scene add a Hemilight with all colours set to 0
Add the HDRI background
(both these buttons are in the first page of the interface)
Export & render
Beware, there are subtle path issues. yout HDRI probe will be seeked for in the texture directory
Stefano
Actually, your HDRI file will be added within the GUI. On the right hand side of the GUI, there is the HDRI Background button. Press that and then add the full patrh to your HDRI file.
Then do as S68 says with the Hemi Light and then export and render.
I have also determined that if you press the TGA Alph button, the HDRI image will not appear in the Back ground and then you can fill the space with what ever colour or image you want in PS or GIMP.
Hope that helps.
BgDM