nikon hdr photography

Is there a certain order you have to take different exposures for HDR?
I’ve become interested in HDR photography and I use a Nikon 40, so that means that it doesn’t do like automatic bracketing or something. So you have to change the exposure settings yourself. I know how to do that, but I’ve read that in order to get a really successful HDR, you should take anywhere from seven to nine differently exposed shots. I’m just unsure of what order to take them in? I know you start at EV 0, but then what? If I want to do seven shots altogether, what is the exact order in which I should take the pictures based on exposure?
Thank you to everyone that replied! I wasn’t entirely sure if it even made a difference as to WHAT order it went in, because once I tried to upload it to Photomatix, a dialog box would appear telling me I had two or more photos of the same exposure and, I didn’t. so I didn’t know. but thank you again for the feedback!
You don’t have to take them in any specific order… as long as all the exposures needed are there, you’ll be fine!
I usually take 5 exposures… -2, -1, 0, +1, +2, then I use Photomatix to put them together.
How to do HDR Photography part 2 by Dom Bower Tips
Well..I use Canon..but thanks for teh video tutorial..stil learning HDR..