Yes i am
I've been running my nano since june 2009 without any problem (no skimmer, no filter).
For your 40 liters tank, you'll have to change 3 or 4 liters weekly.
Another important point (according to me) : with just a water pump, you got an absolutly silent tank...
Yes because there's no only one way but a lot of methods for running a marine tank (berlin, Jaubert, dsb, "natural"...). But as Livingart said : "water changes are your best tool and a low bio load".
If you can afford a skimmer, and if it reassures you, go for it