Any of the autofocus settings will attempt to focus when the shutter is pressed halfway. What lens are you using? If it doesn't have an internal focus meter, then the D40 won't autofocus with it no matter what. If it does have an internal motor, then check to make sure the lens is set on autofocus.
Check Custom Setting 12. If it's set on AF-On then the shutter button won't focus.
If this doesn't fix it, specify the lens and any other details.
check for dust specks on the lens glass.
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