**Core Concept**
Henoch-Schonlein purpura (HSP) is a form of vasculitis characterized by the deposition of IgA immune complexes, leading to inflammation of the blood vessels. This condition typically affects the skin, joints, gastrointestinal tract, and kidneys.

**Why the Correct Answer is Right**
HSP can cause kidney involvement, known as Henoch-Schonlein nephritis, due to the deposition of IgA immune complexes in the glomeruli. This leads to inflammation and damage to the kidney tissue, which can result in hematuria, proteinuria, and even renal failure in severe cases. The IgA immune complexes activate the complement system and recruit inflammatory cells, causing damage to the glomerular basement membrane.

**Why Each Wrong Option is Incorrect**
**Option A:** HSP is not typically associated with the central nervous system; it is a systemic vasculitis that primarily affects the skin, joints, and kidneys.
**Option B:** HSP is a form of IgA vasculitis, not IgM vasculitis; IgA immune complexes play a crucial role in the pathogenesis of HSP.
**Option C:** HSP is not typically associated with the lungs; it is a systemic vasculitis that primarily affects the skin, joints, and kidneys.

**Clinical Pearl / High-Yield Fact**
HSP is a classic example of a systemic vasculitis that can affect multiple organ systems, including the skin, joints, gastrointestinal tract, and kidneys. Remembering the "4 Ps" of HSP - purpura, pain, proteinuria, and palpable purpura - can help you diagnose this condition.

**Correct Answer:** D.