Elliot Bernstein , Sep 23, 2007; 07:07 a.m.
To remove the battery cover, open it to about a 30degree to 4o degree angle (it is more closed than open) and then gently twist it - the side closest to the back of the camera (where it says Made in Thailand) comes out first.
DO NOT FORCE IT. You need a little bit of pressure to gently remove it out but if you do not have it at the correct angle you run the risk of breaking the cover.
I love the picture quality and features of the D40 but don't use it a lot because I find it too small for my hands. The grip will certainly help me. Where did you get if from and how much did you pay for it?