How to change the White Balance Settings on my Nikon D5000?

I got my camera for christmas and i'm pretty much new to this whole thing. When i go to menu to change the settings, the options "scene mode" "set picture control" "white balance" and "active D-lighting" won't work and I get a message saying "This option is not available with current settings".

Have you read your owner's manual? If not, why not? Details are there.

Jim, you should knmow by now that manuals are scary things.

Anyway, you can't set WB in most if not all of the scene modes of the D5000. Since you are apparently not ready to move out of scene modes I wouldn't worry about the whitebalance.

You are trying to use your dSLR camera as a P&S camera, using it in the "auto-everything" mode.

Get out of scene modes and use the manual mode.

Under white balance, pick the light source closest to the lighting that is falling in your subject. The more you practice, the better.

This is also the time when you learn to trust your light meter and figure out at what point it is that the shutter speed becomes too slow and camera movement causes blur (usually with exposures that are longer than 1/250th of a second until you get good at holding your camera steady). You will also have the opportunity to learn how to use selective focus, but none of this can be done using any of the scene or program modes

And yes, use you manual

Move out of auto mode or any of the scene modes and using the P, A, S, or M modes instead.