Any thoughts as to why my on board and my new speedlight would be flashing at the same time? I have gone through the manuals and nothing seems to suggest a fix.
To quote from the comments:
...and the camera is set to full auto.
There's your problem. Right there.
When you set your camera to full auto then it takes control of all the functions. IT decides when to pop up the internal flash and fire it, not you. It is not aware of a 'dumb' flash on the hotshoe - one of the Nikon flashes like the SB-600 might behave a little differently but not much.
Read your manual and look at the sections for the P,S,A,M modes which give you control of settings like when the flash should pop up and what it should do when it does. Once you do it will be the gateway to a world of discovery as to what your camera is capable of.