Check out "SpaceMonger" from SpaceMonger
It will scan your hard drive and give you a graphic representation of exactly what is taking up your hard drives space.
Note that the web page only mentions support for Windows up to XP/Server 2003. I've used it on Windows 7 and Server 2008, and it works fine. I use the older/free version on a regular basis.
40Gb seems like a lot for one game. Maybe it created a lot of temp files, then deleted them, but they remain in the deleted folder, so they still count against your used space.