Nikon Sb-600 at 1/1000 of a second

Hi I'm trying to shoot action shots with my D3100 and it wouldn't allow me to shoot an exposure of 1/1000 of a second with my on camera flash this led to me buying the Sb-600. Could anyone please tell me how to let my camera shoot at 1/1000 with the Sb-600?

You could set your camera to 1/1000 at see what happens. But, flash sync speed is not that high with the newer nikons I think.

Your camera will not sync with the flash at that shutter speed. But you don't need a shutter speed that fast to freeze action with a flash! If you want to freeze action without a flash 1/1000 would be good, but if you are using a flash (and your subject is not out of its range) 1/250 should work fine. 1/125 will probably even suffice.

You really need to either take a class in photography (the best way to avoid such frustrations) or read your user manual.
NO dSLR can flash sync at shutter speeds faster than 1/250th second.
What you need to do is set your cameras shutter speed to the flash sync listed in your user manual, Page 196. You will see that it is 1/200th second.
With your camera's shutter speed set to 1/200th second and the flash sync set to "rear" sync, pick the correct aperture for a perfect exposure and then take your shots.

It should be immediately possible to set it to a shutter speed of 1/1000s and then to shoot with the flash on it… I know that this works just fine with a D90.
But there isn't really such a good case for doing this in first instance. Beyond the flash sync limit of 1/200s the flash won't fire a single concentrated pulse of light, but it'll rather light up continuously, like a normal lamp, for the full duration of the exposure.
If the situation that you're going to use it in allows you to take most of the light of the exposure from the flash (as it's done e.g for water drop photography), then it would make more sense to use the flash sync speed and to freeze the motion through the short flash pulse, not through the fast shutter speed.
It would be very helpful to know what exactly you have tried so far, what mode did you use the camera in and what precise settings did you try?
Edit:
Is "FP" displayed on the LCD of the flash? If not, then you must activate high speed sync on a menu in the camera… If it has such a feature, which i think it does but i do not know for sure.
@fhotoace:
What about the D40, D40x and D70? 1/500s flash sync.
Edit 2:
I just found out that the D3100 does not support "Auto FP", so you can't use flash beyond its flash sync speed with it.

Your camera's fastest shutter speed with flash is 1/200. If you want to freeze motion, use a low power setting on your flash (put your flash in manual mode) and set your camera to 1/200 or slower. The low power setting will output a very short burst of light, higher power settings a longer burst of light. At 1/64 power setting, you will get about 1/25000 second burst of light which is good enough to freeze drops of water popping balloons. At full power, the flash duration is close to 1/1000.
You may want to read up on how to use a flash for freezing motion. It's lots of fun.
As part of your education about flashes, start with http://en.wikipedia.org/...ronization
This list of numbers is from Nikon's SB600 web page:
http://www.nikonusa.com/....TechSpecs
Flash duration (approx.):
1/900 sec. At M1/1 (full) output
1/1600 sec. At M1/2 output
1/3400 sec. At M1/4 output
1/6600 sec. At M1/8 output
1/11100 sec. At M1/16 output
1/20000 sec. At M1/32 output
1/25000 sec. At M1/64 output