Setting aperature with extension tubes?

I keep hearing about the "trick" to setting your aperture with those cheap extension tubes by holding down the depth of field button when putting on the tubes. Is there any way to do this on a Nikon D3100?

You'll need to use a lens with a manual aperture ring… With the cheap extensions there's no connection between the camera and the lens other than the physical one of attaching the lens. The more expensive ones with electrical connections will allow you to adjust your lens from the camera.