Where would I find a Sennheiser HDR 40 headset manual

You could try taking out the batteries for a minute.

If that's no help then contact Sennheiser customer support:

Sennheiser Wireless Headphone HDR 120 Instruction Manual
read

assuming the battery is charged, have you tried to switch to a different frequency band, etc.?
check page 28 of the user manual for possible actions when there is no sound in the headphone.

http://www.jntworld.com/catalog/index.php?cPath=21_1002&currency=gbp&osCsid=c5b2f0de48c59564afb36dfebba513ac#tabbed_box_1

Here you will find something.

The headphones will automatically charge wirelessly when placed in the cradle that should have come with the package. To make sure the headphones are placed correctly, a red light should illuminate letting you know they are being charged and are properly placed.

This worked for me (this solution was posted on another thread). Unplug the base and take out the headset batteries. Wait 30 seconds. Reconnect. Turn on head set. I could hear immediately!

Twist the pad counterclockwise on the left earpice. You'll find the batteries underneath.

I had complete silence on an HDR 130 headset (no beeps, nothing), but I solved this problem using a solution posted on another thread. Unplug the base, take out the batteries and wait 30 seconds. Reconnect it all and listen. Mine started working immediately!

A replacement battery can be purchased from Sennheiser for $20.00.

Battery is: BA 151

Sennheiser Link:
http://www.sennheiserusa.com/newsite/productdetail.asp?transid=004146

Did you try to remove the batteries and at the same time unplug the power of the base for 30 sec ?