HELP!!

I like gadgets, accessories, boys toys that sort of thing. So now that I'm slowly working out what all the buttons on the camera do, the natural progression is to buy something to supplement it..... so, when I saw a "NIKON MACRO/EXTENSION TUBE SET for D40 Sale price: £9.99" on Ebay I thought I would have some sort of close up lens like you see so many blippers using on various objects, great. What I actually got was this, which is a series of 5 rings which screw together with no glass inside, completely hollow.
When I attach it between the lens and the body, the display tells me there is no lens attached. When I put it on all manual, you have to go to within about 6 inches of a light bulb to actually see anything through the view finder or else it's pretty much pitch black!
Looked about on the internet, but with no real success.
I'm confused, does anyone out there in the land of blip know anything?