For the Canon 400D + Canon EF-S 17-85mm f/4.0-5.6 IS USM you will probably have to spend around EUR 1300.
Now, for that price, you might consider the Nikon D80
+ Nikkor AF-S DX 18-70 F/3.5-4.5 IF ED
. This is a nice combination, as the D80 is superior to the D40X, and the lens, although without image stabilisation (Nikon calls it vibration reduction) is of high quality. For this set, you will also have to spend around EUR 1300.
Do you really need image stabilisation? Notice that the Nikkor lens is faster.
My advice to you is: if you go for the Nikon, and have a budget of around the value I speculated, get the D80 instead, which is a more advanced camera than the D40X.
Or, if you can live with "only" 6 mega pixels, you could try the Nikon D40
+ the Nikkor AF-S DX VR 18-200mm f/3.5-5.6G IF-ED
(which has image stabilisation / vibration reduction), and still stay well within a EUR 1300 budget.