Use of teleconvertres

Not sure that the lenses come with an actual manual more of an instruction sheet. Google your camera make and model and select a site that reviews the lens. You may find the info you need.

It's just not compatible. You needed to order the Sigma lens for Nikon.

The Nikon D40 does not have an autofocus motor, relying on the lens having one. This Sigma lens does not have such a motor, relying on the camera having one. Nikon designates lenses with an autofocus motor AF-S, Sigma calls theirs HSM.

The Sigma 70-300mm f/4-5.6 DG will not autofocus with the D40 since the lens does not feature an internal focusing motor (HSM). The D40 does not have an AF motor in the body and hence it can autofocus only with lenses featuring an integrated motor (eg. Nikon AF-S lenses, Sigma HSM lenses, Tokina DX II series etc). Unfortunately you can use the said lens only in MF mode.

This lens is not a true macro lens. It provides a magnification of 1:2 only, while true macro lenses provide 1:1 (life-size)magnification. So you won't be able to do very close macros with this lens. This lens has a Macro switch to enable you to switch to the Macro or normal mode.

Yes, it will fit your camera perfectly as Sigma only supply this particular model with the Nikon mounting (see Sigma website and also their lens compatibility chart).

I hope that you have found my reply to be of assistance and in return ask only that you rate my answer.

Yes its a HMS lens it will work on most Nikons

You have to make sure you bought the sigma lens with a NIKON mount. Sigma makes a Sigma mount as well as a Canon mount, of course neither of those mounts will work with your camera. Also you must also make sure your lens is the Sigma 70-300 HSM (/Hyper Sonic Motor) or it will not AF on the D40. I just bought this lens from Abes of Maine and I love it on my D40.

hi ! iam too a D40 holder,u can opt for AF-s versions or HSM sigma,both of them autofocus on d40,can go for 18-200 AFs VR or if u need still longer end go for 70-300 but it is costly than the sigms 70-300APO DG HSM MACRO..,its a much better reviewed lens and dont forget the cost..anyway do some research before considering..good luck

Unfortunately, this lens is not supported by the D40 due to Nikon's unfortunate decision to leave out the autofocus motor from this camera.  This is why I tell folks not to waste their money on the D40 - access to the many, many, many lenses that Nikon has made over the years, many of which are available used for a substantial savings, is lost on this camera.  The only Nikon lenses that work are AF-S lenses, and some third party lenses that have their own internal motors.  I got a list of Sigma lenses that are compatible with the D40 for you:
The list of compatible Sigma lenses for the Nikon D40 as of the current date is as follows:

• 10-20mm F4-5.6 EX DC
• 12-24mm F4.5-5.6
• 17-35mm F2.8-4 DG
• 50-500mm F4-6.3 DG
• APO 50-150mm F2.8 EX DC HSM
• 70-200mm F2.8 DG MACRO
• 80-400mm F4.5-5.6
• 100-300mm F4 DG
• 120-300mm F2.8 DG
• 300-800mm F5.6 DG
• 14mm F2.8 EX
• 30mm F1.4 EX DC HSM
• 150mm F2.8 EX DG
• 180mm F3.5 EX DG
• 300mm EX DG
• 500mm EX DG
• 800mm f5.6 EX DG

from here:  http://www.imaging-resource.com/NEWS/1177682545.html
Sorry for the bad news.  The cheaper thing at this point may be to sell the D40 and get a D80.  I personally have a D70S, but that is no longer made.