I have a nikon d40 and I need a little advice on action shots?

I'm trying to take action shots-particularly rodeos and baseball games that are mostly at night with arena lights-if someone could just give me a starting place-or setting I may could play with it enough to get it right. I have been to other websites that offer advice, but to be honest, I really don't understand much of what they offer. If I could just get a starting point I fell like I can figure it out from there-Thanks so much!

The arena lights tend to be quite bright…

use something like ISO400 (maximum of ISO800) with a long lens - SIGMA 150-500mm

and practice…

You say you are trying, but what are you not happy about with your attempts so far? Although arena lights can appear bright to our eyes, doing sports photography under artificial lighting is a nightmare.

Most pro sports photographers use fast telephoto zooms or primes so that they can get a wide aperture & therefore let lots of light in for a fast shutter speed (to capture motion).

You need to establish what the maximum ISO you can go to before your images look awful and then try to avoid going over that.

Shoot wide open and zoomed in on the action - spot meter if you can. If you still do not have enough light for an acceptable shutter speed, then you're going to have to invest in better lenses.

Read a basic book on photography - you will see that the amount of light is what determines what settings you use (if you have very little light you will need to open the aperture (small f-number) and/or decrease the shutter speed. To keep the exposure the same you increase one as you decrease the other (and vice versa). You should then be able to figure it out for yourself (at least I did, before I had a digital camera or the internet)