As STM says, HDR (High Dynamic Range) is all about images with a wide tonal range - nothing necessarily to do with detail. This is normally achieved by combining two or more images with different exposures.
There's a bit more info on HDR here:
http://forums.biorust.com/3d-modelli...html#post42587 (Hdri)
You don't say what type of camera you have - although I'm guessing it's an SLR of some type - but if you're serious about "proper" macro photography (rather than just "close-up"), you definitely need to invest in a macro lens. How much you spend obviously depends on your budget, but as a general rule when it comes to buying glass you should never scrimp - it's a false economy.