Generally speaking, you want to meter for the average of the scene - that is, if you were holding up a grey card and metering at 18% grey. This serves as your starting point for bracketing as series of images for HDR. Depending on you camera, you may be able to automatically bracket a series of three or five shots. Canon currently only allows three bracketed shots. I believe Nikon allows up to five. Shoot the main image at the proper exposure then bracket 1-2 stops over and under. I primarily shoot with Canon cameras so I usually bracket 2 stops over and under. This gives me three images. Once exposed normally, one 2 stops over and one 2 stops under.
When you make your exposure adjustments, try not to change the f-stop as that will modify your depth of field. Rather, change you shutter speed and keep your f-stop (or aperture) constant. Changing your depth of field between images will make it awkward to blend them later on.
The next step is to use an HDR program such as Photoshop or Photomatix to blend the images.