Continuous shooting won't work on nikon d70?
I've tried everything, I changed it to continuous mode, with the overlapping rectangles, i put the wheel on "S", i went to the menu to make sure the long exposure was off, but nothing seems to let me shoot continuously. I thought maybe the lens didn't support that function? It's a Sigma 18-125mm f/3.5-5.6
The lens has nothing to do with "burst", by the way, that's what it's called.
Have you read your owner's manual? Do some homework and learn about your camera. However given the age of this camera the fact is it may not have burst on it. Read the manual anyway. If it's not there then it's not there.
It's not the lens. Set to A (Auto) mode then make sure you are using a freshly formatted memory card and you are shooting under lots of sunlight.