This photo has been done by taking multiple shots of the action in burst mode and then merged in photoshop. And you can perfectly do this with your camera.
To use the burst mode (or continuous mode) on the d5100, you have to change the "Release mode" in the menu.
On the right side of the screen you can see a "S" for "Single mode". This is the setting you need to change.
To do so, press the "info" button above the screen, select the "S", press "OK" and select the "Continous mode" (as show in the picture above). Then press "OK".
Now if you keep the shutter button down, the camera will keep shooting.
Keep in mind that it may "pause" after several shots.
For the settings, there is nothing particular, it depends of the scene you are shooting.
Generaly, for this kind of photo (fast moving subject) you have to use a fast shutter speed to freeze the movement. Also, the use of a tripod will make the result much better.
Once you have all your photos, you have to merge them using photoshop. Here is a pretty clear tutorial on how to do that.
If you prefer Gimp, here is a tutorial ;)
Hope it helps.