What Nikon D3100 DSLR lens with focus ring?

I just bought a nikon d3100 and I'm totally new to dslrs! It came with a kit lens that says 18-55mm lens. I thought I would be able to focus on people and have blurry backgrounds with the lens like in the black eyed peas video at around 54-57 seconds and 1:18-1:20 seconds how the camera focuses out and into Fergie.

look at the video to understand what I mean please! I have no idea why I can't do that with my 18-55mm lens. Can someone please tell me if it has to do with not having a focus ring? I can manually focus and auto focus with it. Also, what kind of lens would I need if I wanted to have that effect in the video?

Thanks! Lynne S.

Added (1). Hmm okay i'm going to look for a lens with a smaller/wider aperture that's not too expensive, thanks guys!

You have a kit lens, dear.

If you want a lens that can give shallow DOF, get a fast 50mm f/1.8 lens for around $200. This is a prime lens, so it doesn't zoom.