01-02-2013 10:48 AM - edited 01-02-2013 10:49 AM
PhotoMatrix is a popular software package used for HDR processing. As well, Digital Photo Professional (that came on the disk with your camera) is also capable of processing photos for HDR.
How many pictures you take depends to some extent on the software you use. Some take 5 or more some only take 3. Some take RAW files and some only take JPEG.
You can take the photos manually, if you like. Or you can use AEB (Auto Exposure Bracketing) built into your camera. AEB allows you to take multiple pictures (some under exposed and some over exposed) with one shutter press.
There are many tutorials that you can dig up to learn all about HDR - like this one. http://www.vanilladays.com/hdr-guide/