What settings on my nikon d5000 can I change so that the pictures don't turn yellow-ish?

Whenever I take a picture indoors where the lights are pretty dim, the pictures on my nikon d5000 turn yellow. I change the iso and the shutter speed to accommodate the darkness but the pictures still turn out yellow. What else can I do to prevent this from happening?

You need to adjust the white balance setting on your camera (if possible)
The problem is the colour temperature indoors is what is known as " warm" or even yellow
as thats the cast it produces in images.

Most cameras have a setting for "tungsten" or "indoors" which should work better than the "auto"
setting that the camera is probably defaulted to.
Sometimes you will still get a "warm" colour cast even with the changed white balance setting.

if it still bothers you, it can easily be adjusted to a more natural look in programs such as Photoshop
or Photoshop elements

Read your manual on how to set your white balance. Yes, you camera can do this. You can try the presets, but your best option is always to shoot a custom white balance. It is fairly quick and straight forward with a Nikon, but you still need to read the manual to understand how it works for your camera.

If you are shooting in JPEG mode, it may *not* be possible to fix a bad white balance with Photoshop. One should NEVER use the excuse "I can fix it in Photoshop". You wouldn't have to try, if you did it right when you took the picture in the first place. Photoshop is a crutch for a lot of people who are too lazy to learn how to do it right. Don't be one of them.