I've tried to use EOS Utility to do automatic exposure bracketing last night.
Basically, EOS Utility does not support exposure bracketing by itself. It just allows you to setup interval shots with fixed exposure settings. However, you can do exposure bracketing like this:
1. Setup exposure bracketing (AEB) in your camera, say for -2EV to +2EV
2. Setup interval shots in EOS Utility
And then EOS Utility will do exposure bracketing essentially. For example, if you want to take 6 shots with exposure bracketing, you will need to set the number of shots to 18 times (i.e. 6 * 3) in EOS Utility.
I found that this setup required a lot of battery power. My notebook can run for 2 hours but with this setup, it lasted for only around 1 hour. And the camera also sucks a lot of power as well, much faster than used standalone. I guess it's because of the active transfer of images between them.
But from the experiment last night, I found that there are some random errors on my setup. I guess it's probably due to the fact that I am using a USB 2.0 PCMCIA card instead of a built-in USB 2.0 port. My old Sony Vaio U3 does not have one, it only comes with those older USB ports and it's now only to provide power. It works finally, but then I've to find a sequence in which it will work, like to boot up the machine first, plug the PCMCIA in, and then plug the power cable to the old USB port to the PCMCIA, and finally connect the camera and start the camera power. I really don't want to buy a notebook before the trip.