Nikon AF-S Lenses Without VR?

I have two Nikon NIKKOR AF-S lenses with Vibration Reduction (VR), and I'll be getting a third one this week, the prime 40mm f/2.8G DX. This lens does not have VR. For those of you who use NIKKOR lenses, how much of a difference does it make not having VR? I'd like to take alot of macro shots with it. I was reading the manual online and it says to prevent blur caused by camera shake, I should mount the camera on a tripod (which makes sense, of course). But can I take good photos with this lens if I have a reasonably steady hand (i.e. Will I avoid camera shake if I shoot as steadily as I do when using a VR lens)?

What you may not understand is that not All lenses need or benefit from VR.
Usually lenses that are over 100 mm, VR can be useful if you have to shoot at shutter speeds too slow to hand hold normally. Even then, it is not necessary to have the VR truned on all the time. For instance I use a 300 mm f/2.8 lens with VR, but have never used the VR. Why? Because I'm shooting sports and shooting at 1/500th second, so VR is not necessary
When you are using a 40 mm macro lens, you camera will most usually be mounted on a tripod. VR under those circumstances is not needed either.
It all boils down to your skills holding a camera steady and keeping track of the shutter speeds you are using

VR only helps when you are shooting at long shutter speeds like 1/40 or shorter. It helps me shoot down to 1/8 of a second. It does not help stop action.
It also depends how steady the shooter is, of course it won't help if someone has parkinsans.

Pictures you see in old books and magazines that were shot using film didn't use VR. What difference can you see?
You don't need VR with a tripod or if you use a very fast shutter speed.

You will not need VR on your 40mm micro.
A tripod may be necessary as the shutter speeds you will be working with are beyond the capability of VR to correct.
Also a tripod is often required for two reasons; to prevent blur from slow shutter speeds, and because to get the best macro shots, you need to use manual focus. At macro distances, in focus vs.out of focus is only in the millimeter range, so just hand- holding the camera may cause enough movement to be out of focus.
There are really two kinds of macro shooting. Macro on the fly (hand-held, and not so close), and extreme macro (up very close - requiring a tripod, - and manual focus). The 40mm can do both.
VR is a help sometimes - especially for novice photographers, but its effectiveness is overrated; like megapixels and super zoom lenses.