CAUTION: The FC-E8 seems to work on the P5000 to me just fine, but is NOT supported by Nikon!
Proceed at your own risk, experiment and decide if it works for your self! :CAUTION

FC-E8 FishEye Test Pictures with Nikon P5000 04-14-07
These are simple handheld available light pictures using the FishEye Converter FC-E8
Settings: VR ON, Flash OFF, Center Metering, AutoFocus-Single (AF-S), Auto ISO
WIDE pictures taken at 7.5mm (36mm) with FishEye = 1.575mm (8mm)
MidZoom picture taken at 15.7mm (75mm) with FishEye = 3.3mm (16mm)
MaxZoom taken at 26.3mm (126mm) with Fisheye = 5.5mm (26mm)