Multiple Regression: 3 levels in IV of interest, how to compare between all 3?

Hi all,

I would like to test the following and am hoping to get some assistance as I am new to regression:

DV - Brain volume
IV - Participant Group (Patient with Mild Symptoms, Patient with Severe Symptoms, Controls)
Covariates - Age, Gender, IQ

I wish to use multiple regression in SPSS, however after searching on the web for information, I am afraid I am still extremely confused with regard to how to explicitly test differences between each of the participant groups. Most of the examples on multiple regression only show how to dummy code such that the control group becomes the basis of comparison (i.e. 'the reference group') with each of the patient groups. I am not sure what I should do if I want to also compare both patient groups to see which results in a difference in brain volume? How should I code if I wish to test all the contrasts (pt-mild vs. pt-severe; pt-mild vs. control; pt-severe vs. control) in SPSS?

I am not sure if I should use the above method or a method like ANCOVA (GLM in SPSS), as that seems to allow me to do post-hocs.