You can but the quailty will be less. Me I stick with the 18-55mm and its great, I also have a 200mm on the side.
The more you pay the better quality you will get. When you bought that D40x, you should have bought it as a bundle. They sell alot of SLR cams as bundles with a 18-55mm and 200mm lens for under $800, and thats a steal because the 200mm will run anywhere from 150 to 250 depending on the store. I've even seen some come with 3 lens for about $900.
Buying lens is the same way as buying a car, you get what you pay for.
As much as people hate Walmart, I seen the D5000 there for $700 with a 18-55mm and 200mm.
Try J&R or B&H in Manhattan. B&H is a camera junkies world l0l. I bought my 200mm lens from there.