I have just downloaded Blender 2.40 nad i am new in the whole 3d scene. one problem i have though is that i dont know how to delete files in Blender. I have checked many tuts and can find no answer. Also, when will the blender 2.40 guide be ready as this may help. How else do you all delete files. And how do you save a render!!!
PLEASE HELP!!! :-? 8) 
Are you sure this is a 2.40 problem?
Blender is open source code, it changes every day. There is no way that the docs will ever exactly match development. In the meantime you can find lots of tuts here:
http://en.wikibooks.org/wiki/Blender_3D:_Noob_to_Pro
and come back and ask questions here if you get lost.
%<