Tripod

try the manfrotto my series. cheapish, relatively sturdy and lightweight. I use the 718b. Not all of the range are strong enough for a dslr so pick carefully.
 
The small Manfrotto Maxi range are ok as long as you are only using the D40 with a small lens but as soon as you start putting bigger bodies or larger lenses on there then you are going to get a bit of creep on the tripod head.

Unfortunately you cant get a tripod (to my knowledge) that is small when folded, large when unfolder, cheap and that will hold a DSLR.
 
I have the same camera as yourself and find the redsnapper I have really good. I have the 3 section version but if you want one that folds smaller they now do a 4 section one.
That plus either a ball head or 3 way head will do the trick.

You will find a thread in the classifieds section, with links to the web site.
TP members get 10% off aswell (y)
 
I have a small and rather compact Manfrotto 785B which i use when i go hiking as my 055XProB is a little heavy.

The only downside i'd say about the 785B is that it's a little unsteady when extended right out. Put it this way i wouldn't put my 50D and 70-200mm on it.

Hope this helps a little.
 
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