Yes, or an insanely steady hand. Most SLRs and even many P&S cameras have a built in bracketing feature allowing you to take 3, sometimes 5, shots at a specified exposure compensation. If you have to make your adjustments manually, be extra careful that you don't move the camera while making them. Also, use the exposure compensation or shutter speed to control the exposure, not the aperture. If you adjust the aperture, you will also be affecting your depth of field and, since you are planning to merge these images together, you want your DOFs to be the same.
HTH
