What lens should I get (Nikon D40)?

I have a Nikon D40 and an 18-55mm lens that came with the camera. However, I went to get a new lens that will allow me to shoot farther. I like to take all types of photos, but I especially like sports photography. I am well aware that the Nikon D40 is not a good camera for sports photography. However, what lens would you recommend that I purchase? I am contemplating between the 55-200mm nikkor and the 55-200 nikkor with VR. I know the lens with VR costs more, but does the VR make a big enough difference to pay extra money for it? Also, has anybody heard of the Tamron 70-300 af-s lens? I went into a camera store and the employee recommended it for my budget and interests, although I cannot find the lens anywhere online. Where do you suggest that I buy the lens that you recommend to me? I have found a website, cameraaddict.com, that has very low prices for the lenses, but I am also suspicious about the low prices. Sorry for all the questions.

I'm not experienced enough to recommend a lens but avoid the camera addict site.
Terrible ratings http://www.resellerratings.com/store/Camera_Addict

Well, any SLR will do better for sports than any point and shoot, so the D40 isn't "bad" for sports. Paired with the D40 - you may like the Tamron 18/28-200 F3.5-5.6 lens. It doesn't perform all that spectacularly, but its cheap, its small, its light, and its got an awesome range on it. They also make a 28-300 f3.5-6.3, both will perform similarly to the nikon lens you specified. The VR is a real treat - depending on use it can buy you 2 stops, shutter speeds as low as 1/15th-1/30th work a lot better with VR. As for getting it, that depends on how much extra it costs, if its substantially more I wouldn't buy it, but then I'm used to the built in stabilizers so I've never gone without.

The real tough decision you'll have to make about which lens to purchase will be range. Do you want a wider range (like a 18-200), offering convenience and sacrificing image quality and lens speed? Or do you want multiple ranged lens (like an 18-55 and a 70-300), offering better image quality/distortion and sacrificing convenience? I might also look into Nikons film line of lens for great quality at a better price, but I am not sure if the AF on the D40 is compatible with many of their film lens. If someone knows please comment.

Sorry for the late response, but:

Frog: Thank you very, very much for the website link to the reviews. I am very lucky that you posted that; otherwise I might have found myself having a similar story to the users who posted theirs.

Anbesol: Thank you for your recommendations. I will definitely see if they have the Tamron's available at the store.
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Any other suggestions are also greatly appreciated.