Having done a little research, it seems that the battery grip BG-E2 fits Canon EOS 20D and 30D and this is superceeded by BG-E2N which fits 20D, 30D and 40D, so if you are looking for a Battery Grip for a 40D it needs to have the (N) suffix.  The BG-E2N is weathershielded to match the better weatherproofing of the 40D.  The BG-E2 will fit on the 40D