It sounds like you might have a variable aperture zoom lens--possibly one that is listed as f/4.5-5.6? For example, if it's a lens like the Nikon 70-300mm f/4.5-5.6, when the lens is set at 70mm, you will be able to shoot at f/4.5. However, when you start to zoom to a longer focal length, the aperture will automatically stop down. By the time you reach the end of the zoom range (300mm with this particular lens), the widest aperture you can use is f/5.6.
Lenses with variable apertures are less expensive than lenses with fixed apertures. Nikon makes some zooms such as the 70-200mm f/4. With this lens, no matter where you zoom, you can shoot at f/4 if you wish. And they also make some zoom lenses that are f/2.8. Those are even more expensive than the zooms made with f/4.
So if you have a variable aperture zoom and you need and/or want to shoot at the lower f-stop, then you'd have to shoot at the low end of the zoom and crop your image to get a tighter view if you don't want to zoom and shoot at the longer focal length with a stopped down aperture.