I'm just learning HDR myself. So far, my reading has said "exposure" should be different (expose for highlights, expose for midtones, expose for shadows). The limited reading I have done to date does not say that aperture or shutter speed specifically needs to be used to vary the exposure. Adjusting these might have unintended consequences in the image itself.
At my beginner level of HDR work, I'm just letting my camera auto-bracket 5 shots (my camera doesn't have a 3-shot bracket mode) and then I'm picking the three shots that best meet the exposure rule above to run through my HDR software (free / watermarked trial version of Photomatix). As I look back at the images coming from the memory cards, my camera is adjusting the EV from -2 to +2 in 1-stop EV increments to generate my 5 exposures.
Sorry ... I haven't used HDR Pro so I can't answer your software question.