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*Translation: I strongly recommend against using a flash which isn't meant for Nikon, but many will work to some extent.
Why?
D40 manual pdf
http://www.nikonusa.com/pdf/manuals/noprint/D40_noprint.pdf
Pg. 100 shows that it's shoe takes up to 250v.
Two words: Waren Tee.But if the manufacture says it's safe and you find out the flashes voltage rating and it's within spec, then there's no downside to using it.
Two words: Waren Tee.
but if your camera says 250V is fine then ok but I personally wouldn't trust it.
You guys are paranoid.
I agree. Most of the true flash voltage ruining DSLRs stories come from the 6 volt rating of the Canon 10D. Canon has recognized that was a mistake, and gone back to 250 volt ratings. I've been using Vivitar 285HVs on 20Ds, 5Ds, and 40Ds with no problems.
But if it's withing spec, it'll work fine and you won't have any problems with it.
Okay, and on the off chance that there is a problem, and the condenser shorts out and dumps 4000v into the hot shoe and destroys the camera's board, try telling Nikon that it was a flash that wasn't meant to work with a Nikon camera and see how far you get.