Dof ?

Can someone please explain simply depth of field.
They talk about f stops which in a way on my mums old film slr lense it had a ring for them but on my dslr d40x i don't know how to change the f stops so could someone tell me how?
I have read alot of the tut's on them and i can't really get to grasps with what it is.
Thanks for any help you guys can give.

In layman's terms...Depth of field is the distance that's in focus in the image. This depends on aperture and distance from subject.
You can take a picture of a flower from a few feet and it will all be in focus but with same settings at 1 foot or less only part of it will be in focus.
Aperture is the size of the opening through which the light enters to yoiur sensor.
The smaller your aperture,(big numbers such as f/22, f'/16, etc), the more dof you will have. Larger aperture,(f/1.8, f/2.0, etc.), will give less dof. http://en.wikipedia.org/wiki/Aperture
I'm not sure how to change aperture on the d40 but if its similar to my d80, you can either put the camera on A,(aperture priority), and then change aperture to suit your needs with sub command dial,(this is how on d80 anyway) or total manual control,(M).
You'll have to read the manual.
I also always recommend nikon's online digitutor which I used often when learning my d80.

Link: http://www.nikondigitutor.com/index_eng.html

Here's an article from the Learn section on this website. Experiment with it a lot - change focal lengths (zooming the lens) and try different distances to your subject to see what effects that have on using different apertures.