My DSLR changes my aperture?

I have the nikon D5000
I set the aperture to the lowest which is 4 on the A on the dial. But shouldn't the aperture go lower?
When i switch back to M "manual" on the dial and take pictures by aperture will change like to 5.6 or whatever. I don't like that because what if i want the aperture at 2.6 and the shutter speed at 1/1600
This is really bugging me! I'm on manual mode, yet i still can't completely manually take photos.

What apertures you can use is dependent upon the lens you are using.

If you are using the 18-55 mm lens, the widest aperture is f/4 at 18 mm and f/5.6 at 55 mm

If you want to use f/2.8 (f/2.6 is not a standard lens aperture), you must have a lens with a f/2.8 aperture.

The 24-70 mm f/2.8 is one

What is "bugging" you is just a matter of not knowing the fundamentals of photography. The fastest way to learn them is to take a class in photography at a local community college

What your maximum aperture value is will depend entirely on the lens that you're shooting.

The 18-55mm kit lens that comes with many of Nikon's entry-level DSLR's has a variable maximum aperture. When the focal length is set to 18mm, the maximum aperture is f/3.5. However, when you zoom in to 55mm, that maximum aperture changes to f/5.6. If you attempt to change the aperture setting in manual mode and it will not change, you probably already have it set at the maximum. You can't make a lens open up wider than its maximum aperture value; it's physically impossible.

I would put it in manual mode and physically grab that Aperture dial and see if you can get it lower. In aperture priority you should be able to set it too, but in Shutter priority you will not be able too.

Double check it! And check the exposure compensation too, that may be set to something besides zero.

EDIT: might want to check the lens too and make sure its locked down to its lowest aperture.

Yea, are you switching lenses? I assumed you were just talking about one lens.

The settings hold only on that mode. If you change mode, settings you previously used on that mode come back unless you turn off the camera (I think).

If you are using the 18-55mm kit lens, the aperture only goes to f/3.5 at 18mm and f/5.6 at 55mm. If you set to f/3.5 at 18mm then zoom to 55mm, aperture will adjust to f/5.6. The kit lens is a variable aperture lens.

The lower the f/number the bigger the aperture size. Granting you have a lens that has larger aperture sizes, if you can't get the right settings in M mode, switch to A mode. Set to your preferred aperture size, say f/2.6 (?). The camera will match it with the right shutter speed to get a correctly exposed shot. If your priority is shutter speed, then switch to S mode then set shutter speed to 1/1600s then the camera will adjust the aperture size automatically to match it. If aperture is already at maximum and a correct exposure value (0 in the lightmeter) can't be achieved, either the camera will warn you (with blinking symbols or numbers) or (and which you may need to do manually) adjust the ISO up a bit.

http://keerok-photography.blogspot.com/2012/10/learn-photography.html

If you are using a 18-55mm lens that came with your D5000, it is known as a "variable aperture" lens.

That means the maximum aperture is not constant, but changes with the focal length. This is a characteristic of all consumer-grade lenses, whether they be Nikon, Canon, or any other brand.

For your lens, the maximum aperture you can obtain from your lens is at 18mm, which is f/3.5. And at 55mm, the maximum aperture you can obtain is f/5.6.

If you are finding the aperture is changing without your input, you are perhaps moving the zoom on the lens. At any rate, you will not get f/2.6 with your entry-level lens. To get f/2.6, you have to buy an upgraded prime lens, as even the most expensive pro zoom lenses have a maximum aperture of f/2.8.

While manual mode gives you maximum flexibility in your camera's settings, it will not give you more than your lens is capable of, and that is I think where you are having difficulty.