I follow the procedure, i.e. set my camera to P mode, click the information button, select Auto Bracketing in the information display, then I choose AE1.0 from the list. Then I take photo, expecting three shots in the row will be taken. But my Nikon D5100 just takes one shot of the subject. It won't do three-shots-in-a-row function. Can you tell me what's wrong and how do I fix it?
Crim Liar is correct, it won't automatically take multiple shots but only adjust the exposure between the shots that you take yourself. You may be able to make it take multiple shots using the self timer configuration though, at least the D90 has such a feature to make multiple shots on self timer.
With bracketing in a Nikon, you have to depress the shutter three times for bracketing to work - or set the shutter to continuous mode.
I'm not the Nikon expert, but there is usually more than one bracketing function. It's often the case that it will perform the auto bracketing function but you may have to press the shutter release each time to get your multiple exposures. So EV1.0 would take a single shot and then change the exposure while, EV1.0x3 would take three shots 0, -1, +1 EV1.0x5 would take five shots 0, -1, +1, -2, +2
Try this: Press info button. Scroll and highlight Release Mode. Press Ok button of your camera. Choose Continues in Release Mode. It's the second mode with Single Frame being the first. Then Ok. Scroll again and highlight Auto Bracketing. Scroll to choose your auto bracketing mode. You're ready to go. You can also try increasing auto bracketing setting, scroll further down. Hope this helps.