I don't think you can set a custom function for HDR but you can set the camera to auto bracket for you and set the number of shots.
CF 1.6 allows you to set the number of shots for auto bracket. 3 is the default but you can set it to 2, 5 or 7
To auto bracket hold down the "Mode" and "AF drive" buttons and then use the control wheel on the back to set the bracket range.
Don't forget to cancel the bracketing after you've finished