Nikon D40 - Dynamic area focus mode, one focus area only?

I've owned my Nikon D40 for about 2 years now and love it. I noticed that when I'm in dynamic area focus mode, only the left focus area blinks when focusing. I tried focusing on an object specifically with the middle and right areas and the lens just couldn't figure it out while the left area continuously blinked. Is this how dynamic works on the D40?

Look on pages 23, 24 and 25 of your user manual

You have to move the focus point using the left right buttons.