This article describes astrophotography with a dob in detail and may be of interest.
There should be nothing special in connecting D40 to a scope apart that you will have to get a T adapter that will suit Nikon mount.
However, as you mentioned above with dobs you will (most likely) run into focusing problems and will have to move the mirror up.
Also dob's don't have tracking (unless you get them motorised somehow) which means that only short exposures are possible - this will limit you to planetary imaging.
Now I may need a correction with the following statement but I think you will get better planetary images with a webcam than with a DSLR on a dob. Webcams can take lots of exposures in short time (as video) which can then be stacked in software like registax to improve quality.