I heard back from Sigma today and they advised me that they are not aware of the problem with this lens and would pass this up to the next level, so I will just wait to hear from them.
Ben, as noted in my original post, this lens works fine with my other Nikon cameras, just not with the D5000. It appears that you and I have the identical problem so it would probably be helpful if you advise Sigma so they are aware that this may be more than one lens.
The response I received from Nikon is the same as they gave you which makes sense. I would not expect that they would be concerned about third party lenses.