How to get my camera to focus while filming?

I have a Nikon D5000 and I want to know how to set my camera to automatically focus while I'm filming.
When I try to put things up close for it, it doesn't focus: p Help!

If you want to shoot video like the pros and the rest of us that know this trick, turn your AUTO or EASY function off and shoot all video in manual. How to focus in manual can be found on the internet. Using Manual Mode, you could hold some thing with an inch or two of the lens, it, you holding a arms length away and most anything or anyone else in the focus range, will all be in focus, at the same time, in the same frame. You will improve your video when you shut of the Auto or Easy functions on your camcorders.