It is possible to trigger the shutter from the computer and import the photo directly into Lightroom.
Background:
Once again I find that using a Nikon creates some issues when trying to use the camera in a tethered fashion with OS X. Mainly because I haven't bought the Nikon software to control the camera. I switched from using iPhoto to Adobe Photoshop Lightroom for managing and light editing of my images. It's one of the better moves I've made in my life. This works in OS X because of the Automator actions. No idea how it would work on a PC.
Solution:
1) Create a folder in your Pictures folder. I called mine ImportD80 so it's obvious to me.
2) Launch Lightroom and on the File Menu, click Auto Import Settings. Decide on what you want to do with the imported files here. Specifically ensure that the watched folder is the folder you selected above (ImportD80 for me).
3) Launch Automator (you'll find it in Applications).
Look for Image Capture in the left-hand pane. Drag Take Picture to the right-hand pane. Decide if you want to have the image deleted from the camera. Up to you, I do. Ensure that in Options that the action doesn't display otherwise it will interrupt you every time you take a photo.
4) Look for Finder in the left-hand pane. Drag Move Finder Items to the right underneath Take Picture. The two actions should connect with Files/Folders showing. Choose the folder you selected earlier (ImportD80 as earlier).
You should be able to use the workflow straight away. To make it more usable, we'll add it to the Dock.
5) Save the workflow as an application using the Save As command.
6) Drag the newly created application (you may have to find it in Applications or wherever you saved it) to the Dock and you can click it from there
7) Ensure that your camera's USB setting is set to PTP.
Why did I do it this way?
Simply I couldn't find any other way of doing it. I'd hoped that Image Capture would work but it just wouldn't put the files where I wanted them to go; they always went to Pictures despite what I had in my preferences and Device preferences.
I still don't like the idea of moving a file from camera to Pictures to Import D80 to wherever I've asked Lightroom to put it. Seems messy. It works. If I get fed up with it, I may look at it further or maybe it's time to spend some money and buy the Nikon software.
Again, this doesn't allow me to control the camera from the MacBook other than triggering the shutter.