I've got one, its awsome (i'm not though and thats my problem) google for D40 user guide and there is an american photographer who has done a really good guide to show you how to set it up etc.
On another note, i've only got the 18-55mm lense. What's the best budget bigger lense i should buy?? i mosty use it for car shows and rallys and some times at the ice hockey.
STOO