RAW data can be captured by shooting directly into the computer or using the RAW setting on the camera and recording the data onto a Compact Flash (CF) card.
Shooting Tethered - Portrait, product, scientific and studio photographers can maximize the RAW format by shooting directly into the computer and controlling aperture, color density, shutter speed and ISO from the computer. Having a large preview on a computer monitor can show where the highlights and shadows really fall off. The view screen on the back of the camera is just too small to get an accurate reading and histograms can be misleading. Special remote software is used to control the camera. There are many different brands of software that are available. CNET has a free download on remote software for Canon EOS using a PC, Canon or Nikon software is available from DSLR Remote (check supported models), Canon ships tethered shooting software with their camera and Nikon charges for their software.
Shooting into a computer in RAW mode and using remote software to bracket shots will create High Dynamic Range (HDR) images. These are used in landscape photography as well as for creative imagery. This is the best way to handle images that are high contrast and have blown out highlights. Many software applications can be used to create HDR images Photoshop CS2 and later versions, Photomatix and Pangea Bracketeer are just a few of the ones available.
To learn more about shooting tethered, please read Shooting Tethered with a Digital Camera.
Camera RAW Mode-To shoot in RAW mode on the camera, just scroll down to the RAW setting in the Menus Panel and set to RAW. This will set all size parameters. When shooting images with a high contrast (as in shooting the setting sun or an indoor setting with bright lights and dark shadows), set the camera to Bracket Mode or manually take three exposures from too light to too dark. To edit for HDR images three different exposures are needed. To learn more about HDR photography, check out Bright Hub's article called HDR Photography - How to Take the Best HDR Photos.