What kind of pictures are you taking. Peeking at your Flickr account, it looks like a lot of portraits, so one step would be to spend some time working on the same type of shots but in "portrait" mode. That still doesn't give you much else that you wouldn't have on a reasonable "point and shoot" camera but will allow you past that first hurdle of always being in "auto" mode.
Also, have you tried Nikon's "
Digitutor" site? That provides a very helpful tour round the D40.
Wulf