The 60mm macro doesn't have a built in AF motor either. I'd really consider selling the D40 and looking for a used D50.
You can get one at Adorama for $400. I'd do it right away as the refurbs may not be around for much longer. You'' probably get about $200 for the D40. The $200 loss is easily made up by the ability to autofocus with older lenses. A small price to pay for AF on Nikon's great lineup of primes and zooms.