Hey DX kiha, welcome to the Cameralabs forums!
First of all, since you were using the kit lens, you probably won't get the best results. Most professional wedding photographers use super expensive cameras and lenses, and not usually a kit lens. The kit lens works most of the time, but it's a bit slow (Meaning that the aperture or F stop doesn't go very low). For indoors, try using a faster lens, one with F2.4 or something around there.
The D5000 has a very good sensor, but you can't expect images at very high ISO (800 and above) to be noise free. Shooting at 200 indoors would get pretty good results, but you'd need a slow shutter speed. 800 would be fine, but still a bit noisy. 1600 is alright i guess, but there's still a fair amount of noise. Here you can find a D5000 noise test by Gordon:
http://www.cameralabs.com/reviews/Nikon ... oise.shtml
If you want to keep the noise low, use a low ISO number and use a flash, like the SB-400 from Nikon. It's a great little flash from Nikon, about $150. Small, a fast recycle time and battery life is great. It's a little gem!
Were you using a tri-pod at the wedding? If so, you could've used slightly longer shutter speeds. Also, on tri-pods, make sure that you turn VR off!
For a night party, ISO 400 with built in flash should be fine, but once again, I'd recommend using the SB-400 external flash. built in flash isn't very good.