Can I do exposure bracketing as a burst of shots on a Nikon D5000?

Is it possible on Nikon D5000 to do AE bracketing in a burst?

Currently I've been able only to set bracketing mode but all three firings had to be done manually with the trigger button.

Answer

I believe you'll need to set the 'release mode' in your camera to 'Continuous' to get it to burst the three shots.
Also, reportedly, if your camera is on a self timer it will also take the three shots in a single button press after the time delay.