If you can get on with Ken Rockwell's style he has a mass of info on the D40 and even an iPhone App. There's also another iPhone App for D40 By Stay Focused Press. (Other Apps and phones are available). I use both. But I found (and am still finding) that the main thing is to experiment.
I have taken some excellent action shots with my D40 simply by switching to Manual (on the left hand side A-M) and then turning the dial to Action mode. I had to get my son to help me, as I am a complete noob to this too.