My Nikon D40 won't take picture on close-up?

I have the AF-S Nikkor 55-200mm ED. It won't take the picture when i'm close to the object.

Lenses have minimum distances where they can focus. You are simply too close.

That lens has a minimum focus distance of 3.61' (1.1 m)

If you need to get in closer, use a different lens. Perhaps invest in a macro lens - that's what they're for and Nikon makes nice ones.

If you need something cheap & easy, Opteka and other companies sell add-on macro adapters that attach to the front of your existing lens. The resulting image quality will be very poor, but they're cheap. Try Amazon or eBay. You'll need one with a 52mm lens thread.

Another cheap option is to buy an extension tube for the Nikon F mount. This is a ring that slides in between the body and your current lens to reduce the focusing distance. Again, check Amazon or eBay - Kenko is a popular brand. Since there's no extra glass in extension tubes, you don't take a hit in image quality, but your camera will be stuck in manual exposure, manual focus mode.

Your 55-200mm lens will only focus to 3.1 feet (0.95 meters). You're too close to your subject so the lens can't focus and the camera won't allow you to release the shutter. Just back up a bit until the lens focuses on your subject and you'll be fine.