PhotoPlus X6: HDR merge fail

Hi ya

Have got 4 jpegs that I wanted to merge into HDR, took them for that reason.
Clicked on File / HDR merge added files and waited, nothing, not a movement, X6 just sat there waiting for?

So, not to be out done, I re-shot 3 more images on a different camera, it worked, went back to the first 4 and used 3, still it just sat there, only this time round I ha ram rush running, no cpu usage no ram usage.

Why does X6 not like my Nikon

Is there a limit on file size that HDR can handle?

Dave