what is wrong with my camera? am i doing something wrong?

What you have my friend to a manual set of tubes. There is no contacts as there would be for an auto set (which cost ALOT more) and with no contacts, there is no link to the lens from the camera hence the "lens not attached" error. To use the manual set, you have to use manual focus and you have to be very precise as you get an extremely narrow depth of field so a tripod is in order. I have a manual set on my canon 600d and have had great fun with it with some brilliant results. if you want an auto focusing set, you will have to spend alot more cash !!!)

It does not look like the extension has any of the electrical contacts that normally connect the lens to the camera and allows communication between them. For $12, you can't expect much. You will have to check your D3000 manual to see if it will even release the shutter in some manual mode if it thinks that there's no lens attached. If you find out that it can, the camera will still not be able to control aperture or auto-focus. Manual focus is not a problem. However, you will have to check your lens to see if it has an aperture ring. If it doesn't, you're stuck with full aperture and you will have to control your exposures through ISO and shutter speed on the camera.

Sorry to say, there's usually a price to pay when looking for inexpensive alternatives to a dedicated macro lens.

Do you have extension tubes with contacts ? if not then you will get that message as the camera cannot match the lens

I'm so sorry to hear of your dilemma, but that is the problem when buying some generic brand, the camera can't communicate with the lens.

The joy of a low price, is paid with the despair.