Step 2: Export Bracketed Photos
The top part of the plugin's dialog sets the options for merging the bracketed photos.
The bottom part sets how to handle the resulting image. If you wish that the image created in Photomatix Pro is saved and reimported back into your Lightroom library, check the "Automatically re-import into Lightroom library" box.
If you prefer to choose the location where the resulting image will be saved, or to post-process it in Photoshop, then leave the "Automatically re-import into Lightroom library" box unchecked.
When you click Export, Lightroom will export the selected photos to Photomatix Pro. If Photomatix Pro is not already open, it will automatically launch and merge the photos according to the options you have chosen.