i had the same question as you when i first purchased the camera and worked my ways around it and finally figured it out, its pretty easy. follow the simple instructions below. instructions are based on factory settings.
i like to use aperture priority mode, so we'll stick with that for the sake of this instructions.
1.disable incamera hdr
2.multiple exposure also disable
1&2 might work if you have it enable, but i like it to be disable.
Instruction #3 is the magic answer to your question.
3. change your exposure comp./aeb settings- turn main dial to the right to set the aeb range (eg. -2,-1,0,+1,+2) and turn the quick control dial to change the exposure compensation for me i leave it at default i dont change the exposure comp.
4. select your drive mode to self-timer:2sec/remote- for that mode you can use your release cable if wish, but for me i like the 2sec timer.
to change from 3 brackets to 2, 5, or 7 go to menu, under c.fn1:exposure select number of bracketed shots, then change to your desire.
i like to keep it at 5, 3 is also good and 7 is for under extreme light, especially shooting at the sun or where lots of shadows.
The camera will do the rest, it will automatically take 2,3,5 or 7 photos (depending on your settings)