Indeed, the 70-200 EX DG HSM should focus just fine on a D5000 since the motor is built into the lens. I have it but I use a D90 so I can't comment on autofocus on the D5000. Be sure to check out my review on the lens though, it's in the user reviews section
I did read your review which is why I'm looking to get the lens! However, I'm also trying to save money which is why I'm going through eBay, but that is where I'm getting confused with all the different type of Sigma lens! Obviously eBay has both the current model and lots of older models, so I'm just trying to make sure I bid on the right one!
Thanks for the responses!