Nikon D5000 pictures are all black when using a 18-200 mm lens? How do I adjust?

What setting do I need?

Added (1). Sorry for my mistake. Thank you for your answer. The camera and that lens is new, but, I'm trying to use my old lens which is compatible but ONLY in M mode. That much I know but I still need help. The pictures are black and I have it on M for Manuel. I'm guessing it might be a setting but have no idea what setting it could be. This was a Christmas present and I love the new camera and new lens but as you can tell I would like to use the lens from my original camera.

What is the dial setting?

If its "M" then you have to check the exposure, its probably black because you are underexposing the picture. You can fix it by using a auto setting on the dial instead of "M" until you are familiar with the light meter

I have some suggestion…
1- maybe the F stop Number is too high… (make it low )
2-maybe the (iso) low (make it high)
3-maybe the shutter speed is too high… (make it low)
4- maybe the white balance is low(make it high)