Professional studio photographers who use Nikon dSLRs often employ the company's Camera Control Pro to tether the camera to a computer. This allows them to control the shooter from the PC and view images immediately after they are taken. However, this program costs $150 and isn't compatible with lower-end dSLRs.
Nikontrol 3K, however, is free and supports the Nikon D3000, D40, and D90. It was developed using the Nikon software development kit and users simply have to connect the camera to a computer via USB to start tethering. There are some limitations, though, such as Windows-only compatibility.
You can find out more about the program here. Take note that this is not an authorized software from Nikon. Hence, the camera's warranty may become void if the application causes any damage.