It is called teathering the camera. There are programs that you can get to allow you to do it. I am not sure it will work with a Nikon Coolpix.... Some programs that will allow you to shoot teathered is Adobe Lightroom2 or TeatherPro. There are others out there some free ones too but I cant remember the sites off the top of my head.
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Rex K
The view from my "office" doesn't suck. 
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