The Sigma 4.5mm is the wrong choice in my eyes. It is a full circular fisheye just like the FC-E8 and FC-E9 used on the Coolpix models. But it is not 180 degrees + so you will require 3 shots. 3 shots would obviously have enough overlap so that you used the sharpest part of the image. But it will not provide you with the best panoramas because you will waste so many pixels to black space. Don't get me wrong, the results would be far superior to anything produced with a FC-E8 or FC-E9 on a Coolpix or even a DSLR with a conversion kit. But there are better options....
OK, so if you go with the D5000 your best choice for lens will be the Nikkor 10.5mm for quality, maximum size and all round compatibility. But, this will require 6+2 shots (6+TB). Second to this will be the Tokina 10-17mm Zoom fisheye but again (6+TB), then the Sigma 10mm but also (6+TB).
Now, if you want 4 shots and a easy workflow you require a Sigma 8mm because when fitted to the small DX sensor camera you will get "Drum" images. You shoot 4 around 1 every 90 degrees and with a +5-to-7 degree tilt up to close the Zenith/Top/Ceiling hole. You then cap or clone the Nadir/Bottom/Floor or shoot a handheld Nadir shot.
The Sigma 8mm will maximize the available pixels vs the minimum shots required to cover the full 360x180.
So, forget the Sigma 4.5mm fisheye it is a waste of pixels and money.