The Nikon D40's manual says not to take pictures with the sun in the frame, as it will melt the camera's innards. Now, ignoring the thousands of pictures online with the sun in the frame, there may be a point. The lens will concentrate the sun light into a small space on the sensor. Without a shutter, you may accidentally leave the sensor in direct concentrated sunlight for an extended period of time. I'm going to wager that the sensor isn't really designed to handle that.