CeeBee said:
Trying the get that smokey look to the water is like the holy grail for me. It's very tricky and usually results in me getting wet
I addition to Graeme's and Aaron's good advice you need to consider the lighting conditions.
Shooting on a very bright day with little or no cover/shade will result in too fast a shutter speed to blur movement, even with small apertures (f/16+). A small aperture is required to limit the light hitting the sensor, resulting in longer shutter speeds, which is what we need to blur movement.
If the light is still too excessive to enable long shutter speeds then ND (neutral density) filters will block light without degrading colour or clarity.
The Nikon D40's lowest ISO is 200, where as most other DSLRs are 100,(or even 50) so you're at a slight disadvantage there, as you're exposures will be twice (or 4x) as fast given the same situation.
A tripod is essential really (if you don't have one), as you're aiming for shutter speeds possibly running into seconds and you won't be able to hold the camera still enough.
Also consider using mirror lock-up and self-timer or remote release to help eliminate camera shake further still.
Finally, I apologise if you knew most of that stuff already!
