How to get the Sigma 70-300mm Apo Dg lens to autofocus on Nikon d5000?

I'm not familiar with Sigma lenses, and to top it off I'm new at digital cameras in general. I know on my Nikkor vr af-s 18-55mm lens there's an auto and manual feature; is there a similar feature on the sigma lens and I'm just missing it? The lens was purchased used off ebay by my boyfriend for $150, I just need to know if we have to return it because it's broken or if this is complete operator error:0)

Added (1). I should also add that the ebay lister specifically noted the lens was equipped with a "built in motor" which I think means it should be fully compatible to a nikon d5000

Added (2). Thank you for your responses, I brought the lens down to kits camera and was told that there's something wrong with the autofocus mode, I will be returning the lens

If this lens is equipped with the Nikon mount and fits the camera properly then I'd suppose the lens would work properly. I'm not familiar with Sigma lenses either however this particular lens, given it's
very low price, may not be an auto focus lens at all. If you have thoroughly checked the lens over and don't find a switch for auto / manual focus then I'd say the lens isn't equipped with a focus motor.

Also, does the lens automatically select correct aperture? If it does then it's obviously equipped.
There are lenses that aren't auto focus and you may have gotten one of them.

One thing you might check is the Sigma site for more information on this particular lens. They should have all the specs listed there including focus.

Theoretically it should work. It should have a switch to select autofocus or manual, so you need to see if autofocus is selected.
In this view you should see the AF/M switch at bottom left:
http://www.bhphotovideo.com/...304&is=REG

You have the older version that does NOT have an auto-focus motor.