Bjlasota - Like the SX10, the SX20 will set for multi-images for HDR. While the AEB in the camera will give you 3 images at up to -2EV / +2EV, it can do better.
Some DSLRs will do 5 or more images in AEB mode. This gives a wider spread of Dynamic Range variation and detail, which is beneficial for doing HDR.
The SX10/SX20s can't do that on AEB, but as you have a tripod, you can do it very easily, manually.
As Jon says above - don't let the aperture vary - lock the aperture in, and use Exposure Compensation.
Start by ensuring that the tripod is set up very firmly. Mount the camera and after pre-composing the shot, using Aperture Priority, tighten or lock the tripod adjusters. Use ISO-80 unless light conditions force otherwise.
Set the Timer - you have 2-second, 10-second, and Custom. As you are going to - very gently - touch the camera between shots, so might cause very small "vibes" in the tripod - make a Custom Timer setting of 5-seconds to allow those to settle.
I'll assume that you're doing a scene, at the Wide end of the Zoom, and the Aperture is at f/2.8. Press the -/+ so the Exposure Compensation bar shows onscreen - you can shoot while it is displaying.
From now on the only things you touch are the Shutter button, and the rotating ring around the 4-way-pad to change Exposure. Make sure that you don't kick or bump the tripod during the whole sequence.
Set Exposure Comp to -2EV, then gently press the Shutter button to Focus-and-Beep, then as gently, full-down, and get hands clear of the camera. After the camera has that image, very gently rotate the ring to -1EV, and repeat the procedure with Shutter-Timer-Shoot.
Then continue the sequence for 0EV, +1EV, and +2EV, to complete your 5-shot sequence.
That assumes that you want your HDR set of images "centred" on "0EV". You can go above or below 0EV centred - but will have to reduce steps to 2/3EV, etc, to keep the steps even. Or work from 0EV and have 5 images at 2/3EV or 1/3EV steps. As you'll see - that would let you do, say 7 images, if you wanted to try that.
If you start at 5 images from -2EV to +2EV, you'll very quickly see how you might want to adjust the 'width' of steps, so on.
As we haven't used a DSLR that can zap 5/7/9 images AEB in under a second - however careful we've been not to 'vibe' the camera and tripod - there can be very slight positional differences between the images. So use an HDR program that starts by "Aligning" the images after importing them.
One of the standard HDR programs in Linux - most Distros have it in Repository - is 'qtpfsgui' - it's one of two I've tried, though I'm not a frequent HDR-user, and works well.
There's a (free) Windows version (also for Mac) - called 'Luminance' - which does have a very functional "Align after Import" setup. Then a lot of "very interesting" operations and options for image adjustment and enhancement.
A friend here (the lady with the SX20 I've mentioned before) - is using the SX20 and Luminance combo (in XP-Pro SP3) - with what she finds to be good results.
Dave.