Start with the ISO as high it can go (probably 1600) and aperture as wide as it can get. The idea is to sacrifice noise and depth of field for shutter speed. If you're not comfortable shooting manually, switch to Av and open up the aperture as much as you can.
Depending on the lens you're using your shutter speed might be high enough to start dropping the ISO down.
Boy, that's some question. Whose games? If it's professional or Division I, you set it for daylight and not worry about any flash. High school and smaller college games manually set your D40 at 1/60 and calculate the f stop which will depend on distance and the power of your flash.
