Nikon D5000, problem?

I'm new in photography, my camera is on 'A' mode, Quality 'Fine', Image size 7.0mb(289),
White balance the one with the shape of a house, ISO 6000, ADL 'A', AE bracketing AE2.0, Set Picture Control 'SD', Flas compensation -1.0, Exposure compensation 0.0. The main problem is that, when i take photo, the first snap, the picture will be dark, second, too bright, third perfect. Can you help by telling what is the problem and what should i do?

You have bracketing activated. Deactivate it and you should be fine.

AE bracketing set at AE 2.0 that's the problem. First exposure will be at - 2 ev or 2 stops underexposure the next will be at + 2 ev or 2 stops over exposure the last will be at 0 ev or proper exposure.

Turn off Auto Expsoure Bracketing (AEB)

Suggest if you buy a camera like the D5000, you read the manual, plus some books on basic photography. If all you understand of white balance is 'the one with the shape of a house' then you need to do some reading!