Breny - I know how you feel buying a DSLR - it can be SO confusing.
I had the Nikon D40, I now have the Nikon D90. The D90 *does* have the "live view", btw, which is where you can view your picture on the screen, rather than thru the eyepiece - it looks like the Nikon D5000 has this as well (the camera you linked to).
As far as lenses, it's even more complicated, imho. It really depends on what you want to do and/or what you take pictures of. A zoom lens is great for all kinds of things - but a 50mm or 85mm Prime lens are fantastic for portraits and blurred backgrounds (ie "bokeh" and wide apertures) - most people will always add a 50mm lens to their bag. When you start looking at zooms, you have to think about what range you want, like...24-105 or 70-200 or...?
My best advice w/ lenses is start off basic, or start off w/ a kit lens; get to know your camera, play around. Then, bring your camera body into a camera store and try on a bunch of lenses and see what you like.
