Opteka 500mm len nikon d5000?

I hook up the opteka 500mm lens to the NIKON d5000 and I can't take pics with it the NIKON screen says no lens connected. Can someone help please

That should be an obvious conclusion that the connection points don't match which means the camera and lens can't "talk". If they are not seeing each other the camera believes there's no lens attached and you can't shoot.

Did you buy this lens? Did Opteka tell you it was specifically for the Nikon lens mount? If not, is it an older lens? If it's older forget it. If it's new and Opteka told you it would work send / take it back for a refund.

I agree with qrk.
You should be able to use it in manual mode.

There should be a setting in the menu for non ais or third party lenses.
If, for instance it has an aperture of f8' select this in the appropriate menu.

You'll have to put the camera on full manual. I'll guess the lens is a f/8… You set the shutter speed. It will only be good for bright sunlight situations.
These lens have very limited use.

You may also need to tell your camera that you are using a non-CPU lens as well

This is a fully manual lens with a fixed aperture.

You need to set your camera to manual mode ('M' on the dial).

To adjust your exposure, you adjust the ISO and the shutter speed. Start with an ISO of 400 and adjust your shutter speed to get a properly exposed image. Because of the focal length of this lens, you should strive to shoot at shutter speed faster than 1/400 seconds to minimize camera shake issues. Using a remote shutter trigger, like the Nikon ML-L3, to reduce camera shake.

To focus, you turn the barrel on the lens. You can use the focus indicator on your camera to indicator (lower left part of your viewfinder) when you achieve focus lock. With this sort of lens, focus is very critical since the depth of field is very narrow.

While it is possible to hand hold this lens if you have a fast enough shutter speed, tripod mounting your camera is highly recommended.

Edit: on the D40 and D90, you don't need to do any special menu settings. Just mount the lens and put the camera in manual. Be sure to turn off ISO Auto.