Using bracketed exposure
Unless you are using a point-and-shoot camera, always use the Auto Exposure Bracketing feature on your camera when doing HDR photography. Not only are you setting the exposure for all three photos beforehand, but you’re also ensuring that the camera stays in the same spot. Even changing the exposure between photos can move the camera just slightly.
Basically, Auto Exposure Bracketing allows you to setup different exposures to take even before you go to take the photo. This is much better than guessing and adjusting as you’re trying to take the photos.
Setting a bracketed exposure is easy, although it does vary from camera to camera. On most SLRs, it involves going into the Menu and enabling the AEB setting, and choosing which three exposures you want the photos to be taken at.
When taking the photos, hold the shutter button down until all three pictures are taken. Take them one after another, having your camera set in “burst mode". You will know that your camera is set in this mode by the three overlapping rectangles that you should see on the screen. If you see only one rectangle, then your digital camera is set up for only taking one photo at a time. You'll have to change this to the continuous shot mode.
Once you have your photos, the next step is to merge them together. Click here to learn how to merge photos into one HDR photo using Photomatix Pro 3.1
With HDR photography, it's important to not give up after the first try. If the photo doesn't turn out the way you wanted, do some research, think about what mistakes you might have made, and get out there and give it another try. As one of the more involved digital photography techniques, it does take practice.