The D40 is a fine camera. If you want light weight, the 55-200mm VR zoom will be very helpful. The 18-55mm VR lens will fill the spectrum of focal length needs. Both are good lenses!
Now: although the 1.4X 'converter is a marvel, the above lenses' max. apertures may make it slow to focus. My camera manual says that, and I found that when I put "The Iron Duke", my 70-210 mm f/4-5.6 zoom on an extension tube.
If you can haul heavy around with you, the 80-200 f/2.8 VR is a beautiful lens. And it is expen$ive... about $2,300 If you have the budget, go for it! You wil probably be using it when 3 or 4 bodies have passed on. My 70-210 has outlasted 3 Nikon bodies!
For any critter at 200 yards, you will need more powah! A 200 mm lens gives only 4X magnification, so the image size will look like it is at 50 yds. A 400 mm is 8X.
As in all things, get closer.(You're a bowhunter, right?) Unless you can afford the 3rd party "Big Guns" that start at ~ $1,5,000, they are good, but like anything bring a set of their own problems. But, my buddy uses his 100-500 Sigma when we photograph racing cars at our local track, and he had a real learning curve, but now does really well. I find my 200...300mm equivalent a little short about 10% of the time.
The alternative: visit places where the animals are habituated to people, so they will be closer.
Good luck. Photography is a magical pastime;
have fun at it!
Woops! I shoulda read the post date. Oh well...