I thought I'd really quickly put together a video to demonstrate how I set my camera up when taking HDR photographs. Not only do I think it makes a good addition to episode 25, but I also had a question about this. So hopefully this helps you out, and remember, most digital SLRs have similar functionality, so be sure to check out your manual to see how you can do this with your camera system. In my case, I was using my Olympus E-3.
Once I'm done the Photoshop tutorial (part 2), I'll write up the supplemental post. L8r!