Unfortunately the D5000 doesn’t support FP flash. You need a D90 or D7000 for this.
I’ve sometimes needed fill flash combined with wide aperture when shooting portraits outdoors. To get around the lack of FP flash I use an ND filter which allows me to reduce the shutter speed to 1/200″ while keeping the aperture open for shallow DOF. However if you need the fast shutter speed for other reasons you are out of luck.