I have the Nikon D5000

So when I shoot in continous Mode and press it so it focuses half way then I have the button pressed down and it shoots but it only shoots 3 photos and then it stops? How can I get it to take as long as the shutter button is pressed down? Even when I have it pressed down it stops at 3 shots!

Added (1). Also if it helps I'm shooting in RAW format

Your memory card might be too small/too slow.
You might have a bracketing option turned on, either focus or exposure.
You might be shooting in RAW.
Don't have this camera so these are guesses.

As a last resort you could reset the camera to clear any options you might have turned on.

Whenever I have questions like that I read the manual as it normally has those answers and many more in it.

I shoot Canon and it has two continuous modes. One is the 3 shot, and the other is the full continuous that will shoot until the buffer is full.

The thing to ask yourself is why you want to do "burst" shooting. If it for the "spray and pray" method of "If I take 30 shots quickly, I hope one of them turns out good." Then you need to work on your camera disciplines. The only time I do "bursting" is when I'm doing an animated image or shooting fast moving objects such as a raptor chasing its prey.

Try shooting in any of the JPEG modes. Shooting in raw mode, you won't be able to take as many shots in continuous mode as compared to JPEG mode. Read your manual. Somewhere towards the back of the manual, there's a chart which tells you approximately how many shots you can take in continuous mode for the various modes. Also, if your memory card is slow, this will limit the number of shots in continuous mode to some small number.