I have a Nikon D5000, but my video won't fill the frame?

When I upload a video to YouTube, the actual video footage is surrounded/framed by a black box. I was thinking, maybe, it was my camera- but I just got done watching a video taken with Nikon D5000 (a test shooting) and it filled the whole frame,

for example:

This is what I DON'T want.

I was wondering if it had something to do with the editing program I use? Windows Movie Maker? Please let me know, is it a special lens I need? Special editing program? Special setting on my camera?

Page 51 of your manual tells you how to set your frame size. If you don't have your manual, download one from Nikon.