Outdoor night photography

Hi. I have a Nikon D40x. Basically there was a great moon last night and I wanted to take a picture of, but when I went outside to take it the camera wouldn't focus and I was left frustrated. I'm in a great part of Ireland where I can take lots of great pics, but need advice on lenses etc, and good quality as well. Can anyone advise please? Thanks for your time.

Added (1). Also if you can explain on how to use the sensitivity and shot speed please!

You need to shoot the moon in the manual mode.

1) manually focus the lens to infinity

2) Set the ISO to 200

3) use a shutter speed of 1/500th second at f/11 to f/8

You will see which exposure will give you the best detail of the moon

Outdoor night photography is a b*tch without a tripod.

Here are some pointers when you don't have a tripod:

Lens wise, look for the fastest lens you can get. Look for one that has a large aperture (as low of a f/ number as possible). You can get a 50mm f/1.8 for about 130 bucks. But the lower the f/ number, the better off you'll be.
ISO wise, you might need it to be quite high if you'll be holding the camera. Maybe around 3200 or even maxing it out at 6400… But this will cause your pics to have insane noise (grainy).
It is nearly impossible to get a professional looking picture at night. At least I'm not good enough to yet.

The solution?
Get a tripod. With a tripod you can set the ISO maybe down to like 400 or even 200 or 100, giving you much more crisp images. This wil also allow you to narrow the aperture down, giving greater depth of field. Trade off? Your shutter speed will be at like maybe 10-30 seconds. So each shot will take a while…

To fill the frame with the Moon you need a 1650mm lens in 35mm format, divide by your crop factor. (1.5X) and you need an 1100mm lens. I got this shot (uncropped) with my Pentax Q which has a crop factor of 5.5 enabling a 300mm lens to get this shot.

You need a tripod, and you need to manually focus. The reason why the camera could not auto focus was that there's nothing for it to focus on, just a black 'void' with a tiny Moon in it if you used the kit lens. You can't rely on the focus scale, most lenses can focus passed infinity.

The exposure for the Moon is a constant, it's always the same on any clear night, 1/125th of a second @ f8 @ 100 ISO. It always is, even for a thin crescent Moon if you don't want the bright highlights to burn out.