put camera on a tripod and compose scene
lock your focus
set monitor brightness to lower (under Exp/ISO menu screen) to save battery
set exposure mode to manual
set aperture, ISO (usually to 200)
set shutter speed to Live Comp
press Menu button, and in Composite Settings, set:
press shutter release to take 1st base exposure
press shutter release again to start the sequence of subsequent exposures
press shutter release again to stop the sequence