I'm going to agree and disagree with the
@Rickbb 's post above. I've been shooting since the 60's we were all manual then, shot sports and news for a newspaper, so I have a pretty good grasp on how to shoot manual. I also believe that it's important to learn to use all the tools in your toolbox, and not restrict yourself to only manual it's not always the best way.
First off you need to download the manual for your camera, you can find it here at
Nikon D5000 | DSLR Cameras | Nikon USA click on the link for product manual. The D5000 isn't a bad camera but you need to read the manual and learn how to operate it. One of the first things you need to do is learn about Exposure Modes....take it off Auto. The first one to learn about is Aperture Priority, it lets you set a fixed aperture, and the camera adjusts the shutter and ISO, the second mode you need to learn is Shutter Priority, it lets you set a fixed shutter speed and the camera adjusts for aperture and ISO, the third mode you need to learn is Program Mode, it's like full auto, but the minute you touch the aperture or shutter it switches to the other priority. The fourth mode to learn is Manual, you control all the settings, I don't recommend starting there because it's the most difficult for a beginner, but you need to learn. Forget about all the other little cutsey modes the model offers.
The next thing to study up on in the manual is Exposure Compensation (they only work in Program,Aperture Priority, and Shutter Priority). EC adjusts your exposure in 1/3rd or 1/2 stops from -5 to +5. Learn where the dial is, how it works, memorize the feel.
In action shots, there's a lot going on, and frankly you don't have time to fiddle around with settings. I do agree with the above about needing faster shutter speeds, so start out on Shutter Priority, set your speed up to 250 or so unless it's really fast or your using a flash and need a slower sync speed. The camera will adjust your aperture and ISO so you'll get a correctly exposed image. If it doesn't hit that EC dial to add or subtract from the exposure, if you know where it is without looking, you can adjust on the fly and never let the camera leave your eye. Trust me all those years I shot manual I'd of killed for Aperture or Shutter Priority modes.
As you gain confidence, start looking at the settings your camera is picking, and start transferring some of that knowledge over to manual settings. Think of your exposures like a Triangle with aperture on one point, shutter on another and ISO on the third. To keep your exposure equal everytime you change one point all the other points have to change and equal amount.
Come back after you've studied up on the manual and experimented with the camera. You'll find a lot of people here that will help you, but just like school, you have to read the lesson first.