[HDR-photo] Why does the preview look better than the final output image?

[Gabbygall]

Hope someone can help.
I am using Photomatix pro to create a tonemapped image from a single RAW.
Now I have no problems importing the RAW file and bringing it into the
tonemapping `suite`. However, the image I see in the preview (usually
looking very good), looks nothing like what the final out image looks like..
I am going wrong somewhere or is this a major shortcoming of the software?

Thanks in advance,

mark