I'm trying to be able to capture things in movement like some one jumping dancing?

I have a nikon d5000 and i can seem to figure out how to be able to capture people in movement, like dancing jumping ect… I know that i need a higher iso, shutter speed of 1/800-1/2000. But i don't know how to do that on my camera. So if any one can give me a step by step instructions on how to do it that would be wonderful.

No, the step-by-step is up to you. Read your owner's manual first. There are plenty of articles on the web that will teach you the techniques you need.

Are you saying you do not know how to adjust your cameras shutter speed?

You need to spend some time with your user manual and learn how to control the shutter speed and lens aperture.

Here is how balancing the ISO, shutter speed and lens aperture to get the correct exposure using the shutter speed you need.

http://camerasim.com/camera-simulator.html

These are elementary things you wish to do. And the fact that you are asking indicates your have not bothered with the instruction manual or maybe you just purchased more camera than you really need. You might try taking the camera back to where you purchased it and get some hands on advise.