Michael Axel , Mar 30, 2009; 11:25 p.m.
First, may I suggest that one of the best I've ever seen is Daniel "Kodachrome" Bayer: http://photo.net/photos/Kodachrome_Project. Stunning star trail and night photographer (as well as the rest).
Second: I don't know the D40X, but you should set the lens manually on infinity to ensure it doesn't try to focus. The camera may not fire at all if it can't find anything to focus on. So get as manual as you can. If you only have AF, then you may be out of luck.