Motion blur nikon d40?

So i'm trying to learn how to do motion blur with my D40 can someone explain how to do something kinda like this?
is it like a photoshop effect or can i do it with my camera

and also if you could check out my stuff

Your example is 99% photoshop. Your stuff… All you did since last time is a somewhat underexposed drinks can? Shame! I think you're the girl who I complimented on composition, would have expected a bit more from you

Your shots are typically teen close-ups and snapshots…

no real thought about composition…

you can't really produce that kind of "blur" - cos it isn't motion blur - with a camera… Only image editing…

this kind of motion blur can be done with panning…

Your sample photo is processed but this can somehow be done with a camera with similar (not exactly the same) effect. Your camera should have a continous-servo auto-focus mode. As compared to single-servo, the continous-servo mode focuses on a moving subject until you close the shutter. This will give you a focused subject with a blurry-motion-effect background.