I have this nikon d3000 and i wanna took a pic that's in sequence?

I really wanna know what mode or settings i need.
i want to took a pic like this:

http://www.dgrin.com/attachment.php?attachmentid=14783&stc=1&d=1157570281

i practice taking a pic like that, and it sucks, cause everything gets blurry. And i wanna know how to adjust the shutter speed

It's a composite image. You'll need a tripod. Then you'll need to set your camera into it's continuous shooting mode and shoot images of the action. After that you combine the images in software.

So tripod. Multiple shots of the action as it happens (i.e only one picture of the guy per shot). Join in photoshop or gimp.

Shutterspeed adjustment is not really that important for this. As long as there's enough light you can do this comfortably with automatic settings (by enough light I mean enough that the auto settings choose a shutter speed of 1/200 or higher, on a sunny day that's not a problem).