How to make HDR Photos?

I know some cameras have HDR technology built into it, like the fujifilm hs20 exr and the nikon d5100, but i have seen people make hdr photos with out hdr enabled cameras. I know they probably make it with there software on there computer. Does anyone know how it can be done, and what software is needed to create it?

Most modern DSLRs come with auto-bracketing, which is a good place to start. In your camera manual, look up bracketing, or you can do it manually.

You'll need a tripod, but basically, you figure out what the optimum exposure is for your shot, and then shoot that exposure, then at least one stop over and one stop under.

Now that you have your exposures, bring them into your preferred software. The best one I have found is Luminance HDR - http://qtpfsgui.sourceforge.net/ and it's free.