Exposure bracketing is a technique used in difficult lighting situations. This involves rapidly shooting several frames of the same scene, with differently metered lighting. This can be achieved by using a tripod, and manually setting the exposure for every image using exposure compensation. You can choose how large you want the difference to be, it may be several stops, or only a quarter of a stop. Another technique (these days more commonly used) is to use auto exposure bracketing (AEB). Here you can set the exposure difference, and (usually) three images are taken. This can help you achieve a perfect exposure in difficult or unpredictable situations, but is also be quite wasteful, because if you use it at all times, you will use up your memory card three times faster, and have three times as many images to delete! If,you achieve three (or more) nice frames, they can be combined in photoshop to create a HDR combination.