If you just bought it and are wondering why your ML-L3 doesn't work with your Nikon D40, it is because you need to enable it in the settings.
Go to the menu on the D40 and scroll down to the Custom Setting Menu (pencil icon). Go to option 4, Shooting Mode. There are 2 settings that you can use with the ML-L3:
- In the Quick-response remote mode, it will take a picture as soon as you press the button on the remote control.
- In the 2s Delayed remote mode, it will take a picture 2 seconds after you press the button on the remote. This is useful if you are taking picture of yourself and don't want your arm sticking out while triggering the camera, so you get 2 seconds to tuck your arm away.
The D40 will decide to switch back to the previous shooting mode after some amount of time. In the Custom Setting Menu, go to item 17 Remote on duration to set this time, how long the ML-L3 remote control should stay enabled. You can choose between 1, 5, 10 and 15 minutes.