Macro lens D40

I am a rank amateur and learning. A photographer friend has loaned me an old Nikon macro lens. I mount it on my Nikon D-40 where it should operate well manually. The problem is that I get an error message in the screen at the back of the camera that says: 'Lock lens aperture ring at minimum aperture." I have done that. The highest number aperture setting is 22, where I have it set. The message does not go away. Anyone know why or what I am doing wrong?

I do know that the Nikon D40 is not compatible with all Nikon lenses, having a restricted mount function. Maybe this is the problem?

John