Thank you very much for your nice comment.
Now - the answer to your question :)
I took 4 vertical shots (for the panorama composition)
Each shot was in fact 3 shots (because of bracketing) = -1.66 EV, 0EV, + 1.66EV
To merge everything together firstly I merged shots (those taken at the same exposure 0EV) into one panorama.
I did the same with other two exposures (-1.66EV and +1.66EV) - for that I used PTGui stitching software
After that I performed HDR blending on those 3 panoramas - for that I used Photomatix software
This is preety much all the magic :)
Hope I described it clearly :)
If you have any further questions just let me know.
By the way - if you'd like to see larger version just have a look here :
Winter Scenery (14)