Is any way of recording while seeing yourself on the screen?

I have a Nikon d5000 and I want to know if there any program in which i can plug the camera to my laptop and see myself on the screen.

There are two ways.

The first is putting the camera into PC-Camera mode. You just need drivers to support that. I don't think high end cameras will have such a mode. I only found such a mode on really cheap fixed-focus cameras.

The second is by having a capture device on the PC. With that, you can feed the A/V from the camera to the capture device, and use its camera mode there.