It does have full manual mode. I dont realy know what you mean by 'exposure lock' and meter on the sky??

It would seem as if your camera doesn't have exposure lock. Exposure lock is where you can do a meter reading and lock it, recompose the shot and it will use those settings e.g. f/5.6 1/200th. Luckily you have manual so it's not a problem.

Set your camera to Aperture priority AE and set aperture to what you want to shoot at e.g. f/5.6. Aperture controls depth of field but usually with a small sensor camera like yours most objects will be in sharp focus unless you are working real close to the subject.

If you point the camera to the sky and half press the shutter button, you should get a reading for what shutter speed is needed to expose the sky correctly for a given aperture. e.g. f/5.6 1/200th sec

Set you camera to manual mode and set the aperture and shutter speed to what the meter reading was when pointing to the sky e.g. f/5.6 1/200.

Place camera on tripod and compose the shot. Take a picture and the sky will be exposed correctly and the most of everything else will be under exposed.

Then set the camera back to AE mode using same aperture e.g. f/5.6 and do your normal bracketed 2 or 3 shots. You will now have 2-3 shots normal bracketed jpgs and 1 manual jpg metered on the sky.

When in photomatix you can then either use all the shots to HDR or just 2 or 3.

It makes it worthwhile as all small sensored cameras suffer from a limited dynamic range (ability to capture lights and darks together) which is why it's common to get sky's which are all blown white. This is where D-SLR's have a greater advantage having a sensor that's much larger.

Here's a link to get an idea.

Your Fuji is 2/3" and a Canon 450d for example is APS-C

DSLR Buying Guide: Introduction to Sensor Types, Sensor Sizes, Resolution and Megapixels, Focal Length Multiplier Factor, LCD Screen, and Lens Mounts - Vistek Pro-Camera and Video Store

I hope that makes sense?

Thanks chowy, thats is very good advice for a newbie like me

New camera, new pics. Nikon D40

You look like you are really getting the hang of this HDR malarkey:thumbup:. I like:)

Nice pics.... I assume you are now seeing the advantages of a D-SLR over a small sensor camera

Thanks guy's.

Yea Chowy, the difference is huge. Plus as I can now take shots in RAW and I have just got PS Elements 7

Still learning realy tho.

Some more nice photos!