You only need to make three quick adjustments to your camera before shooting: (1) set the Mode to A (2) set the Release mode to CH (3) set Bracketing to 3F in 1.0 EV increments.
To set up U1 and U2 for a 9-frame bracket spaced 1 EV apart (YOU ONLY DO THIS ONCE): * Set mode dial to A (Aperture priority)& * Set Shutter release mode = CH (continuous high speed) * Custom setting e6 -> Bracketing order = Under, Meter, Over; * ISO = Auto * Bracketing = 3F in 1.0 EV increments * turn the Exposure comp dial to -3 EV * Setup Menu -> Save user settings -> U1 * turn the Exposure comp dial to +3EV * Setup Menu -> Save user settings -> U2 You are done setting up U1 and U2. Be sure to set Exposure comp dial back to 0 EV, set bracketing to 0F, and set the Shutter release mode to whatever you normally keep it at.
Now say you stumble on a scene that calls for HDR. (1) Set the Mode to A (2) set Bracketing to 3F in 1.0 EV increments (3) set the release mode to CH. Now press the shutter release button three times: (1) once with Mode dial set to U1 (2) once with Mode dial set to A (3) once with Mode dial set to U2 This creates nine exposures in the following order (relative to normal exposure): -4EV -3EV -2EV -1EV 0EV +1EV +2EV +3EV +4EV. After shooting, review the histograms and possibly select a subset of the nine shots, deleting others. The procedure is similar for setting up a 5-frame bracket, and is easy to figure out once you understand the 9-frame setup.