I set up everything in Manual, hand held camera, (it gets more complicated if you want things close up in the Pano you then need a proper head and tripod, but nothing in this was close so hand held works) I used a D300 nikon with a 70=200mm lens set at around 150mm, I stood facing the centre of the pano, camera in portrait position swivelled from the hips to one end, then took a series of photos overlapping by about 30% (that's needed for the stitching software). Try to keep the camera level.
Yes with moving animals you need to be quick and use a relatively fast shutter speed, that was easy in the Namibian desert! The heat also meant the horses were not galloping about.
Attached another one to show it wasnt a fluke and is easy and fun.
I do just a little work on levels prior to stitching them, this one was 600mb I hate to think how big they will be when I go back this October I have a D800 now! Any other work ios done after stitching My computer then gets very slow due to the huge file I am working on. In Photoshop CS5 I go File ,automate, photomerge.
There are a number of options then I normaly get away with the automatic merge, You then just have to crop to a rectangular format as I alway end up with a corner sliver missing.
Good luck and have fun