As far as I'm aware, no camera will actually crop the jpg for printing in camera. It will crop the jpg for viewing, but the jpg remains the same in camera.
I understand that the D40 has a lot of in-camera options for those not wishing to use a computer. Maybe check that out?
Trim
This creates new cropped versions of images. No pixels are moved or changed in size. Trim removes unwanted pixels from the sides of an image and saves a smaller image
Maybe buying a car without a steering wheelHowever buying a DSLR and not buying a computer is a bit like buying a car without seat. OK crap analogy, but you know what I mean