Fn button on nikon D5000?

I learned how to set the self-timer. I set it, but then you're supposed to press the fn button and once you press the capture button it's supposed to set the timer off?
it doesn't work… I've tried it different ways, pressing it while i was capturing, pressing it while rotating the lens… Nothing works. And i did turn on the shutter release thing in the menu. I don't know if that does anything…

any suggestions why it's not working? I'm probably doing this all wrong!
help is greatly appreciated, thank you so much!

(and please don't tell me to go look in a manual… )

Here: A Blast From The Past