Thanks. He got those off a Korean clothing website. Only the wooden earth-tone katana is mine.
There are several ways to go about it. The easiest (and best, in most cases) is to shoot in RAW+JPEG format. RAW allows you to have all the exposures you need for a good HDR photo without having to take more than 1 shot. This is very useful for moving subjects and portraits. If you're doing a landscape with a minimum amount of moving subjects (boats, people, etc), tripods and shutter remotes come in very handy. If not, that's fine. A great way to get the 3 (or more) successive shots you need is to go with the shutter drive mode, if the feature is available in your camera. Drive mode allows you to lessen the lag time between photos from a few seconds to a fraction of 1. There will be some ghosting in the photo if you're pixel-peeping but that's how I did my first HDR photos and it worked out pretty well for me. Most people go for -3EV, 0EV, +3EV so they can really bring out the more surreal details in a scene but a 2EV difference does the job for me. You can also work with more exposure levels if you want.
There are also cameras with built-in HDR modes (point-and-shoots and SLRs) with different presets if you want a quick job with the photo.
Personally, I'm content with single-shot RAW format (-2EV ~ 0EV) and simply tweaking the elements so I get a ghosting-free, sharp, crisp photo.