How to change setting on my nikon d40 camera?

I want to set my Nikon D40 to count photos as I take them, instead of counting down how many photos I have left to take that fit on my memory card. I'm photographing an event where there will be many group photos, and to keep track of who is in each photo, I'm going to give each person in each photo a ticket with the photo # on it, so when they order the photos they want I can go in my computer, find their # file and print it. Is there a way to make it so it shows the # of the photo on my camera screen and keeps the same number when I put it into my computer?
Thank you
Added (1). I have looked through the manual and have found nothing on this. Here is the link if anyone else can figure it out… Http://www.nikonusa.com/pdf/manuals/noprint/D40_noprint.pdf
Added (2). Again, I already searched the manual. If you could please help me find that part in the manual that would be great.

I'd suggest you read your owner's manual, details are there. If you don't have a manual you can download a pdf version from the Nikon site.

Manuel, you need him.

I just downloaded the manual and I can't find anything in there, either.
I actually don't believe it is possible to change that display - I don't think we're given a choice of "settings" in this case.
However, I'm a Canon girl and really not your best bet, so I'd suggest locating some Nikon forums full of Nikon enthusiasts - Nikon's website may even have that. If it can be done, the people on those boards will know how to do it.
Your other option would be to email Nikon support.

If you have your camera set to number the images cumulatively, when you review the image, at the bottom of the screen it will give the image number such as DSC_4545 along with the date and other info.

See pages 50 and 51 in your manual.
Basically, when you view your image, press the up or down arrows on the multi selector on the back of the camera for the various viewing modes. One of the modes will show a view of the image along with the file name.
Be sure your file sequence numbering option is set to ON. See page 86 in your manual.

I know on my D40, when I review the picture, it tells me what number it is.
read your manual
just push your image playback button, it should tell you the picture number

Two people have already told you how to view the file name of the photo which you have just taken, might as well go for the hat trick:-)
Look at the back of your camera.
1. Press the "PLAY" button, top-left. The last photo you took will display showing how many photos you have taken, for example 73/73
2. Now go to the control wheel to the right of the screen and press the bottom position on the wheel.
the screen will change each time you press to show --
… Image >press… Image with image settings used >press… Image with camera settings used >press… Image with folder name/ image name/ and resolution used… Then the date /time and pixel size in the line below that-
For example-
100NCD40 / DSC_1505.JPG / FINE
17/09/11 17:25:32 L 3008X2000
>press Histogram >press… And finally back to image.
In the example above, the image name is DSC_1505.JPG, and that's what it will be on your PC
It takes a while to read all this but to DO IT on the camera will take about 3 seconds at most!