The D5000 and the other what I call "The Baby Nikon" models can accept ALL NIKKOR LENSES in F-mount, with the exception of a handful of exceptionally rare, collectible "invasive" wide-angle and fisheye lenses made decades ago. So...if you want a lens that has shallow depth of field, you can easily buy something like a used Nikkor 135mm f/2.8 manual focus lens in say, the Ai or Ai-S series. Small,lightweight, and relatively long focal length, a 135mm prime lens at distances of 10 to 40 feet has a pretty narrow depth of field band. Sure, it's manual focusing, buy you have good, young eyes, and the lens has enough magnification that it's pretty easy to tell when things are "in" as opposed to "out" when manually focusing.
If you want to spend more money, something like the 85mm f/1.8 AF-D lens is good. Small,light, handy.