I have tried that. The only SAVE AS options I get are:
.HRD <radiance RGBE>
.EXR <open exr-ZIP compression>
.EXR <open exr-PIZ compression>
.TIF <floating point TIFF>
....... none of which opens in Photoshop, Paintshop, etc.
Which version of Photomatix have you got? I find it strange since I get the options between Tiff 8 or 16 bits and Jpeg… I have version 4.0.2.