What is the difference between HDR and Multiple Exposure photography?

I have a Nikon D5100 and both these functions are available built in. From what I can see, both take multiple shots and different exposures, but I'm not sure what the difference is.

Multiple exposure is two different pictures on one frame.

HDR or high dynamic range uses 3 or more exposures of the same scene and blends them. Your camera won't blend them but the setting will take the usable exposures.
http://www.hdr-photo.org/
http://www.photoshopcafe.com/tutorials/HDR_ps/hdr-ps.htm
http://www.barryocarrollphotography.com/
http://www.photoshopsupport.com/photoshop-cs3/hdr-high-dynamic-range/index.html

I think you are probably not using the term multiple exposure correctly. Like the other answer said, it's multiple exposures on the same frame of film. I have a feeling that you are thinking taking multiple shots at different exposures-just not in the same frame.
Multiple shots like that are combined in software to create an HDR image. Your camera just has a setting that will automatically bracket those shots for you.