How to film on a nikon d5000?

People have said just push lv but it still only takes pictures is there a setting it needs to be on?

Time to read the manual. BTW, your camera has nothing to do with film

You push Lv to get the live view, and then push the ok button to start and stop filming.

And yes, smartass, filming still means shooting moving pictures, even though we've had digital cine cameras for a long time.