There is nothing in the D40 Users Manual discribing that limitation. Unfortunatly I don't have a D40 body to test. If what you say is true, it would imply that the d40 requires more light to measure the WB correctly. Using a fast prime, like the 35mm f/1.8 or the 50mm f/1.4 shot wide open might get enough light to the sensor for the camera to be able to detect the WB correctly. Maybe someone that has a D40 can verify your findings. Good Luck and Enjoy your Nikons!