Make sure you install Camera Control Pro by going into the Disk1 folder and clicking on the startup.exe.  Use the following serial to get it up and running: 64152 - 01527 - 28424 - 37001 - 51873

Then open the CameraControlUpdate folder and click on S-CCPRO_-130WU-NSAEN.exe and follow the directions to update the program to enable the use of the Nikon D40 cameras.