Although most good HDR software apps have effective auto-align features built into the program, if you have moved your camera radically between shots one, two and three, you will get an HDR result that is not always 100% sharp.
Answer, use Photoshop's very effective Edit>Auto Align Layers feature.
Here's a short tutorial on how to take multiple frames (shots of the same subject), and get them perfectly aligned using Photoshop. Unfortunately this feature isn't yet available in Elements..
Photoshop AutoAlignLayers from Robin Nichols on Vimeo.