D40X: can't access menu with card in camera

Can anyone help with this? Because the manual doesn’t.

We have bought a new Nikon D40x and followed the instructions for getting started. But the problem is this:

We can’t get the menu to come up when the memory card is in the camera. All we have, with the card inserted, is the ability to take a photograph which is then displayed on the screen. Press any button and nothing happens. This means, to set anything up, you have to take the card out – then the menu and all its options appear when buttons are pressed no problem.

This can’t be right surely?. Does it sound like a duff camera or is there a really simple setting we’ve not found? Put in a new card and it says ‘nothing to display’ but take a photo (on auto or any setting) and the screen shows it – but you can’t delete it, move to the next photo, change any settings, set the flash etc. etc. (Have tried three cards; can't get to format them but they store photos; tried a reset...)

Take the card out and try and set up Folders and even when ‘enabled’ you can’t create, name or even find a folder – we thought that might make the camera recognise the card or something. The cards, by the way, are the right ones and came with the camera.

Dumfounded. What are we missing? Any help would be appreciated.