Finallly got HDR to work on Intel Graphics Family! using cancausecancer's suggestion I looked under \Documents\My Games\Oblivion\RenderInfo.txt and realized that the shader model was set on 2. I went to \Data\Shaders and swapped the file names of shaderpackage0002.sdp and shaderpackage0019.sdp. and that fixed the problem for me, hope it helps you guys out.