How to capture a motion picture on my Nikon D5000?

How do I capture a motion picture on my Nikon D5000 without it being blurry?

Put it on the green full auto mode or take a beginners course

Click live view button to start live view, then click OK in the middle of the arrows to start recording. Yes, you can record video ONLY in live view mode

Vlad is exactly correct.
Hit "LV" to enter live view mode,
Hit "OK" to begin and end video recording.

Either I'm misunderstanding your question, or everyone else is. Do you mean shooting VIDEO or taking a still photo that shows motion?

If you mean a photo such as this:

http://www.lightanon.com/-/lightanon/detail.asp?LID=&photoID=6090219&cat=92463

you have to use a slow shutter speed. This requires the camera to be tripod mounted and either a remote shutter release used, or use the self timer to activate the shutter. Your shutter speed has to be slow, and HOW slow depends on how much movement you want to depict and how bright the ambient conditions are. Often times a neutral density filter will be needed in order to get a photo without overexposure. You have to set the ISO and aperture to work in conjunction with the slow shutter speed.

Turn on your camera's Auto focus mode. Be sure you have an Auto focus lens. If there's a mode on your camera, or a switch on your lens, change it.

Shoot in live view mode. Also make sure you have a deep depht of field. Shoot at the Highest F stop you camera will allow under your lighting conditions. The lower the F-Stop, the shallower the depth of field.