Create a map package
First you have to create a map to send to the PN-40.
1) Click the Handheld Export tab on the bottom of the screen.
2) Click the Select/Edit button on the far left of the Handheld export tab
3) Click the rectangles in the map portion of the screen that you want to include in the map to send to the GPS. You may have to zoom in or change the grid size. Just below the Select/edit button is a drop down list for selecting the grid size, and below that is a legend telling you at which zoom levels the grids will be displayed.
4) Save the map. About in the middle of the Handheld Export tab is an field labeled Save your Map for Exchange. The default name is Exported Map, but I like to give them unique names. Just type what you want to call it, then click the Save button just to the right of the name.
5) Once you have a Saved Map Package, you're ready to send it to the GPS. Your saved maps will be listed below the "Save your Map for Exchange" field.
a) Connect the GPS and put it in Map Transfer mode as discussed above.
b) Click the Exchange button in TOPO USA
c) In the window that pops up, the left side shows what is on your computer via TOPO USA, the right side shows what is on the GPS. You may need to use the drop down list in the upper right corner to select "Removable Disk ..."
d) In the left pane, click the plus arrow next to Saved map packages, highlight the one you want to send, then click the Send button. Depending on the size it may take a while. I haven't done an entire county on the PN-40 yet, but the PN-20 required many minutes. At least a progress bar appears showing you the relative amount it's completed.
A few notes. When you are creating map packages, you can use the options button to include the type of data you to include - for instance the Topo USA stuff you see in the map window, downloaded Satellite imagery, USGS 7.5' quads, etc. Even though those are all saved in one "Saved Map Package" they are sent to the GPS as separate files, so may see the progress bar almost done, then look a minute later and see it way back at the beginning. The progress bar will tell you which file of the package is is currently sending.
The Topo USA data is very compact, but the other, downloaded stuff is basically scanned images and a small area can quickly become a huge file. You can easily fit a large county's worth of Topo USA data on the included 1 GB card, but maybe only a few square miles of Satellite images, color aerial images and USGS 7.5' quads.
Saved Map Packages are different from Topo Projects, but that's a discussion for another time.
Forgive me if I've included too much detail about creating map files, but I figure this may help others as well.