Flash Exposure Lock is different than Flash Exposure Bracketing and Flash Exposure compensation. Ive covered this on my DVDs, but its worth while to review. While I use the Canon 40D in this example nearly all modern Canon cameras have this feature. Does anyone know about Nikon SLRs?
Typically when using any flash, our cameras will almost always fire a pre-flash on the first shot. Thats right, if you pay close attention, you will see two flashes (depending on what mode you are in). It happens so quickly that it is hard to see it. The camera is using the light from the flash to very quickly meter the scene and determine the proper exposure settings.
There are some problems with this, the biggest being that about 15% of the time this prediction is wayyyy off (especially if you are shooting in any mode other than manual- exposure settings in Av and Tv mode are constantly changing) and the second being that most cameras have a difficult time focusing in darker settings, and may have trouble getting focus on this little pre-flash.
When using your flash, if its the on-board flash or an external speed light and you are having a nightmare of a time getting a good exposure, try the flash exposure lock button, it will also fire a pre-flash, but it will lock your exposure settings from the camera as well as your flash power. This is a nifty trick at any reception where lighting changes a lot.