Brett, you'll love your D40. I shoot a Canon Rebel Xt. When I was shopping for a DSLR, I was undecided between the Rebel Xt the D40 or the Sony A100. One selling point for the Sony is the Stabilizing body. You can get better stabilizing results with stabilizing lenses on the D40 or Xt. However, they're not at all cheap...lol. Keep your eye out for a quality 50mm Macro lens. Macro lenses are amazing for tank shots.
You're absolutely right. With your DSLR, you're starting into a whole new hobby. One that's as expensive, if not more, than reef tanks and has an even greater learning curve...lol. Study up on your manual settings. You'll eventually want to use Manual, Apeture Priority or Shutter Priority. I use Manual and set my Apeture and Shutter speed for each shot. This gives you the most control...once you learn the camera. Also, learn how to use your custom white balance settings. That's critical with reef shots. The camera's pre set WB settings never work with our reef lights.
The pic you posted is great! Once you get a tri-pod, you can use a slower shutter speed to gather more light and the pic won't be quite so dark.
LOL Keep in mind the most confusing part about SLRs. Apeture settings are confusing in that lower numbers indicate a larger apeture opening....allowing more light in. Slower shutter speeds also allow more light but need a more steady hand or a tri-pod. When taking pics of moving fish or waving corals, the slower shutter speed won't help much and you'll need a larger apeture opening instead.
Welcome to the DSLR club!! You'll love it. I ended up joining as many photography forums as reef forums...lol. Here's links to a couple great ones. There's also a link to my Flickr photo page in my signature. A lot of those pics were before I got the Canon.
http://www.fredmiranda.com/
http://www.shortcourses.com/
http://www.photoshopsupport.com