Oh. Well I don't really understand what you mean

. So what your saying is the camera is capable of doing it but you have to change a setting or something. (sorry if I sound stupid)
Hey man, no problem. When I started photography about a year ago, I was really confused too...
Basically, lenses have two main settings: shutter speed (represented usually as a number like 1/200, or if it's a longer shutter speed, 2''). This means how long the shutter is open for, in other words, how long it lets light into the camera for. Basically if you have a long shutter speed everything will be blurry, when a short shutter speed should be used for action shots, where quick motions need to be freeze framed.The other setting is aperture, which is
how much light it let into the camera. The lower the aperture number, the more light is let in. To shoot in low-light, you need a lens with an aperture range that can go low (a number like f/2.8 or f/4). This means more light can be let in, and thus produce a brighter image at night. When you are using a DSLR (Digital Single Lens reflex) camera, you will want to use these settings to produce unique results. When you are in manual mode (when you select both the shutter speed and your aperture manually), you will need to use the settings of the shutter speed and aperture together to properly expose the image.
Basically, a lens that has a low aperture range (something like f/2.8) will allow you to take pictures of objects with a blurry background. But basically, the lens that comes with the D40 kits also produces a pretty good blurry background. Here's a picture I took a week or so ago with the D40, for example:
I hope that helps! Please PM me if you have any qquestions or need extra help...