The information your looking for is called EXIF. Its embedded in almost all JPG and RAW files with today's digital cameras. Most all your settings are embedded in the image file. I'm pretty sure Nikon Capture will let you see this information. Adobe Photoshop will also let you see the information. You click on File then File Info. In the window that opens, click on the Section drop down menu and change it to EXIF. THere will be all your information. You can also download a program called EXIF Read from http://www.takenet.or.jp/~ryuuji/min...read/english/.
You should use Nikon Capture probably because it will be able to decode ALL the information while the other programs out there might not be able to. ALso, when you save your image using Photoshop (or other programs) you can lose your EXIF information and will have to resort to the original image to get the information. If you choose "Save for Web" with Photoshop you will loose the EXIF information. If you choose, "Save As JPG", it retains the EXIF information.