HDR is simply a way of taking the best exposed parts of several photos and sticking them togather. I use a software called photomatix to do the sticking togather.
With my D90 I almost always bracket my shots so it's easy to generate HDR later if I want. Set the camera on 3 shot bracket (-2, 0, +2 stops), set on repeating shutter and it clicks off three exposures in about a second..
Another option is to shoot a RAW file and use PS to make some lighter and darker copies.
Here is a shot combined from three images created from one RAW file:
LARGER VERSION
Here is a cheesy image created from 3 seperate bracket .jpg files:
LARGER VERSION