Well, you need to build HDR Cubemaps, its a part in the process. To make those, you need to have a Pure DX9 card, such as nV 6xxx and or ATi X8/6xx.
You can convert a normal map to use HDR rendering, by enableling HDR with,
mat_enable_hdr 1, and then by building the cubemaps, but, it won't give you the nice overbright light and other effects that comes with HDR, you must also recompile the map using the new build tools that's supposed to be released today (monday), the same time as DODS released.