[GSpotter]

With the right programs, it's rather simple. You just have to make a series of pictures with different exposures. The above pictures is based on a HDR shot which was created from 5 pictures (-2, -1, 0, 1, 2 aperture stops under/overexposed). I used Photomatix for the HDR editing process, but there are other programs, too.

An alternative technique to HDR is DRI (dynamic range increase): You need a program that supports layers. Then you load the different pictures in separate layers to blend the correctly exposed parts together.

There are lots of how-to's and tips on both techniques on the net.