don't hesitate to try hand held (for a 3 frame bracket) if a tripod isn't practical. With a bit of practice and Photomatix align (use the feature align function)
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Just to add a pinch of salt : I didn't practice Photomatix much, but with every version I tried (including a few betas of the 3.0) alignment of handheld photos (yes, I hate carrying a tripod, I know it ain't that serious, but I hate it) simply failed. No, I ain't got such a machine-gun-camera as a D3, just an old 300D (DRebel)... perhaps a faster burst helps, of course.
But I had better results with CS3's 'Align layers' function.
You can always export the layers after that to feed another HDR soft, of course!