in this case, more is not merrier. you should be looking at everything else, not just megapixelsas. As Goldtop said, sensor size. also frames per second, the autofocus system, etc etc etc i could go on forever. but in the world of digital photography now, megapixels mean nothing. for most people who are just doing photography as something they enjoy, the bigger the megapixels, the bigger the file sizes. which means your computer's harddrive can get flooded and completely full before you know it.
the D5000 is an absolutely EXCELLENT choice, though. and yes, it's only .2 megapixels more than your point and shoot, but i can promise you a DSLR can do 1000+ more things that your point and shoot. DSLR's really are a whole new world of photography when you've just been using a point and shoot, they allow you to get a whole lot more creative, and you'll be way more in control.
but, i say GO FOR the D5000!