How to shoot Nikon D40 in RAW?

I'm taking a fundamentals of photography course this semester in college and must be able to shoot RAW photographs. I have only used JPEG. I own a Nikon D40 camera and would like to use it for the class. Can I shoot in RAW with that camera and if so, how?

1.take out manual
2.look at settings section
3.find paragraph on file formats, read it

Go to the Shooting Menu (camera icon).
Find Image Quality.
From there, you can choose JPEG, RAW, or JPEG + RAW.

Remember, RAW files aren't readable by most photo viewing computer software and often have to be converted. The alternative is using the Nikon View NX program, provided with the camera.

FYI - Here's a copy of the manual, in case you lost yours or bought a camera without it.
http://www.nikonusa.com/...oprint.pdf

You can go to this page for software downloads
http://support.nikonusa.com/...il/a_id/61
View NX2 is the latest free program that will allow you to open and convert the Nikon.nef (RAW) files.
Capture NX2 is a program that costs money. It is supposed to be good for advanced editing from the RAW files.