Is there manual on the Nikon D5000's movie mode?

I have a D5000 and I can't find manual mode for movie mode. I just go to liveview then press OK to record.
Also when I put the videos to edit on Sony Vegas Pro 8 nothing happens. I think Sony Vegas does not recognize the format, but it works on Windows Movie Maker. Do you know if I need to convert it, if so tell me how.

Added (1). @fhotoace For mode I mean settings. To set the aperture and other things for recording

Nikon cameras use the MPEG4 video format

By mode, my guess it that you are talking about video format.

Different NON-video cameras use unique video formats, ones that are still cameras that have a video feature.

Here are a couple of them:
H.264
MPEG4

Video cameras use other formats as well.

Selectable AVC-Intra & DVCPRO HD/50/25 codecs with 4:2:2 10-bit sampling

AVC-Intra, which is the industry's most advanced compression technology

Each requires software that can decode any of those type formats

Many of the more advanced or professional grade video editing programs are not limited by the format the camera happens to use