Haven't seen a patch/service pack that takes you from 38869 up to 40040.
Build number 38869: is a UK distributed version (distributed by Just Trains as a download from their site and maybe also as a DVD)... Is this the one you purchased? http://www.justtrains.net/product.asp?pid=404
It obliviously won't auto-update??? - Try getting in touch with Just Trains for the patch (38869 to 40040). Failing that, get in touch with Auran's help desk.
Found; Well after a bit more research I found what you are looking for; - Service Pack - Version 38869 to 40040 update(File size 42Mb)... This update will update the Just Trains version of Trainz Simulator 2009 to the latest software build.
The installer will automatically run the Trainz patching utility that will upgrade your installation of Trainz Simulator 2009.
Please note - this patching process can take several hours. Please do not close the patching program until it has completed its tasks.
Cheers, Mac...
Meatloaf 747 Thank you for your help have got the upgrade and I do apreciate your help and time spent all the best and good luck for the future wex1207ford.
