How to manually focus my Nikon D5000?

I just got my new camera in the mail yesterday and I'm looking to manually focus it because I'm trying to take bokeh looking photographs. When I change the aperature low to take the bokeh photos and then push the shutter release once, it automatically focuses so my photos won't come out with a bokeh effect. That is why I'm wondering how to manually focus my camera. Thanks for your help! Also, how can I focus on something in the distance and make the foreground blurry? As opposed to the other way around.

Press the "info" button on top of your camera.
Press the "i" button on the back of your camera.
Toggle down to the focus mode, which is probably AF-A right now.
Press "OK."
Toggle down to "MF."
Press "OK."

If your lens has an AF/M switch, put it on M.

There's a switch on the side of the lens. It says 'M' for 'Manual Focus' and 'A' for 'Automatic Focus'. Switch it to 'M'. I recommend you always switch this to 'M' when you've finished using the camera. If you for any reason force the focusing ring to turn while the switch is at 'A', you may damage the motor inside.

If you set a wide aperture (a low aperture number eg. 3.5, 4 etc), you'll be able to get the blur you're looking for more easily. As for your question on making something in the distance in focus and the foreground blurry in Automatic Focus Mode, you'll have to select your desired AF points. I know it may seem boring, but looking in the manual for something you don't understand is really the best way to learn. Information on AF Point Selection is on page 56 of your manual.

There should be a switch on your lens that goes between "AF" and "MF." Switch it to "MF."

As far as focusing on the background to blur the foreground, yes that works just fine.

Finally, you want the f-number to be low, which means the aperture is wider. I'm just a little confused as to if you had this backwards in your head. An f-number of 5.6 will give you better bokeh than an f-number of 8, for example.