Hi Koral -
An pseudo HDR-like tone mapping / local contrast effects can be achieved by many different means. Some of the methods that I have found most useful are:
a) Actual stand-alone HDR programs such as Photomatix;
b) Plugins such as Topaz Detail and Topaz Adjust, "Contrast Master" by Harold Heim;
c) "Unsharp masking", a native PS tool. Set the radius somewhere between 5 and 30 pixels.
Note that I didn't include PS's HDR module in this list. ;-/
To obtain a reasonably realistic depth of field effect, in a case like this, I do not use any of the new blur filters with pins. They can not simulate the various distances in an image like this with sufficient accuracy. Instead, I use the older "Lens Blur" filter, and make my own depth map. For details, see
THIS TUTORIAL.
As described in the tutorial, one has to come up with a B&W image that represents the distances to the different objects in the scene, and this translates to varying blur radii for the different objects or areas of the scene. Here is the depth map that I used.
Note that the subject is all at one depth, so she is represented by just one tone in the depth map, and that tone is black because she should not be blurred at all. Also, note that I did not make the water as white (ie, as blurred) as the closest elements of the foreground. This is to more accurately simulate real lens blur, in which the depth of field always extends further on the side away from the subject compared to the side closer to the camera.
Finally, let me comment that what are normally considered HDR-like effects are, generally speaking, increases in local contrast (without increasing overall contrast). This tends to work against blurring effects such as the lens blur filter. My previous posting contained both a lens blur effect and an HDR-like effect because you asked for both. However, I prefer either one or the other, ie, either an HDR look OR a depth-of-field effect, but not both. Below is an example of the latter.
HTH,
Tom M