Thanks again guys!
@clockdoc, I just might try the cut-off broomstick suggestion, it certainly appeals to the miser in me! I know if you want to be serious a tripod is a necessity rather than a luxury, but I am taking these photos for my own pleasure and maybe to impress my wife and justify the cost of the lenses!
Anyway, once I learn to get the basics right I am definitely going to buy a good tripod. Oh and another thing, none of the macro lenses will autofocus on my D40, it is all manual.
@ni2sml, I am aware that VR won't do anything if the subject is moving. Just mentioned it because since the lens isn't VR and I am not exactly rock steady hand holding, a faster shutter speed would reduce the effect of both the shake as well as the wind moving the subject.