Exposure Mode Dial (Left side): I use "P" for program auto exposure. In this mode the camera chooses the f/stop and shutter speed for you. If I want to use different apertures or shutter speeds I rotate the rear command dial, which selects alternate combinations of f/stops and shutter speeds which give the same exposure. Nikon calls this "Program Shift." A "*" is added next to the P on the top LCD
to let you know you've chosen a different combination for exposure.
If you want to use only one aperture or one shutter speed then use S or A mode. If you want to set it the hard way, use M, manual, mode.
Aperture Button (icon of a camera iris, this is also the same button as the compensation button): Hold this and spin the rear control knob to change the aperture setting an Manual (M) exposure mode.