It wasn't clear how well the preceding was working out for you, so I just thought I'd throw this in, if a bit late.
What you're looking for is an OTG cable for the phone. I got mine from Newegg, http://www.newegg.com/Product/Product.aspx?Item=9SIA0PG07J6003 for $4.69. You plug the micro jack on this gadget into the micro USB port on the SG SIII. If you can locate it, plug the mini jack on the USB cable you got with the D7000 into the USB port (not the GPS port) on the D7000. (Actually just about any USB cable with a full-size male A coupling at one end and a mini USB at the other is likely to work, which can be nice if you'd like a bit more length (or a bit less!). You plug the A male connector on the camera cable into the A female coupling on the gadget and you're good to go.
Works a treat. (And the gadget amazingly also will work with a USB keyboard and God only knows what else.)
You didn't identify what the software app was that you're using. I'm using Helicon Remote on my SG III. Works nicely for bracketing.
What software do you use for the HDR? I was using Photomatix but recently switched to HDR Darkroom to easily get a bit more realistic HDR merging and tone mapping.