Does my D5000 have a problem?

I have a Nikon D5000, and I've been using it for just over a year now. I love to take long exposures at night, and I've noticed that the saving time is quite ridiculously long. I thought this was just the property of an entry DSLR but my friend pointed out that that was not normal.
For example, if i take a 2" shot it might save for anywhere from 1.5s to 3s. It really shows when I take 20" and they save for 20-30s.
I've tried multiple SDHC cards and the problem persists.
Thanks!
Added (1). UPDATE: Sorry I wasn't clear about it, I've turned off both Long Exposure NR and High ISO NR for the test. /

Nothing wrong with your camera.
It sounds like you've got the Long Exposure Noise Reduction switched on (I think its on by default).It takes a second, dark frame image, for the same length of time as your original exposure and subtracts it from your image to reduce noise (all this happens in camera, you never see the second image as an exposure).
You don't need LENR for exposures less than a minute or so, so turn it off.
Edit: Are you absolutely sure LENR is off? Only its suspicious that the processing time is identical to the exposure time.
Edit 2: Happy Jack this is NOT normal behaviour for a DSLR, unless there's some additional processing going on.

I'm pretty sure that is normal behaviour on a DSLR. Does your friend also have one? If so, see how long it takes on his camera

Either long exposure NR is on, dynamic d-lighting is on or your SD cards are in dire need of an in-camera format.
All else fails, reset the cam.

That is really weird. Have you tried formatting the memory card yet?
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