I think, your example is an unhappy coincidence of the chimney in proximity to the image border.
You may have better chances of a good boundary blending by moving the chimney more to the middle of the unwrapped panorama: in HDRShop(*), load the equirectangular HDR-Panorama and choose [Image]-[Transform]-[Shift w/Wrap], save it again and give it another try in Photomatix.
(*) For more information about HDRShop, see
> Hi Bernhard,
> Thanks for your reply.
> I tried the "360° image" checkbox, it helps a lot but you can still
> see the tonal difference.
> In my input for WWP event the Standard version is made with
> hdr/tonemapper, which shows a line left to the high chimney (you have
> to drag the pano about 90 degree to see the chimney), the full screen
> version is made with H&S, which does not show any such line.
> You can see them at "http://hem.bredband.net/b530695/"