So they would not look as good with the Raynox coming from the D40 as they do with the H5? That sucks that my H5 will take better macro's then the D40 unless I buy expensive lenses. But the Raynox 250 will work with the D40 or no?
It's unlikely to work properly.
Generally, even the clip-on parts have to be made for a specific film or sensor size. You could try it, but I doubt seriously that your results, even with an excellent product of its kind, would be usable.
I don't suggest putting anything in front of the lens that isn't part of the scene. I'm sure you'll be able to find some economy macro lens that will be good enough. You should be able to pick from Nikon, Tamron, Sigma, and Tokina.