Hi Woza! Welcome to Camera Labs!
I am planning to experiment a bit with HDR myself, this weekend. Having looked into it, I don't believe there's any way that we can set a bracketed exposure of [-2, 0, +2] on our cameras, without a fimware update (unlikely). We are limited to [-0.7, 0, +0.7].
There are a couple of options available to us...both of which i'm going to play with to see which is more practical and produces the best results.
Either you can manual change to exposure for three shots (to -2, 0, +2) with aperture priority, or you can take two bracketed shots [-0.7, 0, +0.7], and manually set the exposure (as before) to say -1 and +1 for the two shots. Then, you'll end up with six shots at [-1.7, -1, -0.3, +0.3, +1. +1.7].
A tripod seems to be an absolute must though, given the fiddling about that is necessary between shots.
Sony DSLR a300
| Sony 18-70mm | Minolta 50mm f1.7 | Minolta 70-210mm f4 | Sony 70-300mm G SSM
Selling Beercan, and perhaps get a Tripod / Flash