I have a Nikon D40. I

I have a Nikon D40.
I wish my photographs to be numbered consecutively, 0 to whatever the numbering system goes up to (9999?), even when using a new card, without going into different files or whatever.
I named a file "Card 1". The photographs come out labelled "100Card1 DSC 0001" etc.
Yestreday, for no apparent reason, having reached "DSC 1021", it then started back at zero and was labelled "101Card1 DSC0001".
When I go into the Folders menu there is no mention of "100" or "101", just "card 1"
The instructions in the manual as regards frame numbering and files is close to unintelligible.
How do I set it up so that frame numbering is continous, even when I start, or change, a card?