I don't think the K20D is capable of it. What you can do though, is use exposure bracketing, which shoots 3 or 5 of pictures at different exposures. In my camera i just go to the shooting mode menu, and at the end is an option for bracketing. You can change the exposure steps between the shots and the amount of shots. When you have the shots, you create the HDR image on a PC using any of the available software (Photomatix, DPHDR, Photoshop plugins, etc...) I do believe there is an "HDR-like" in-camera post processing option, which takes the picture you select and processes it to look somewhat like a real HDR image.
Finally, be sure to use a tripod, or hold very still, otherwise you'll have a very frustrating time aligning the pictures. So... good luck, I hope this helps a little!!