Nikon D40X blurry problem?

D40x the pictures are always blurry except if you put it on automatic but i wanna use othes modes like M A S P too, could anyone help me with the setting or something or is it the lens but if its the lens then when i switch it on auto the pictures are clear.

You can only take good quality photos on a camera if the settings are correct for the lighting and subject movement conditions. Your auto setting is choosing the best compromise of light sensitivity (ISO) shutter speed and lens aperture opening.
Generally with hand held photos the shutter speed needs to be 1/the focal length of the lens (in 35mm gamera terms).So if your D40x has an 18-55mm lens (28-80) then to get a camera shake free photo it will need something like 1/80 second at the long end. Once you get down below 1/30 second it becomes difficult, even with VR, to hold the camera steady.

Look up the basics of taking photos.

Learn to hold it properly and to keep your shutter speed up.

If the photos come out fine in auto mode, then it is something you are doing wrong.

You are likely using too slow of a shutter speed. Either increase shutter speed or use a tripod and see if the result changes.

When you go into PSAM, you have the responsibility in knowing what the boundary limits are for shutter speed before blur becomes an issue - and avoiding those limits - or compensating for them (tripod, etc).In effect, in PSAM, the camera hands control over to you.

This might help:

http://www.althephoto.com/concepts/beginner.php