David,
I believe focal reducers always attach first, then your focuser, then a Canon DSLR specific adapter then your camera.
The Canon EOS adapter should be available from many good telescope shops.
A C9.25 (did you go for the carbon fibre - mine almost never has to be refocused as temperature changes to maintain focus) has a tremendous focal range - so I would adjust the WO focuser so its almost all the way in - focus the C9.25 till say the moon is sharp in your 40D then fine tune with the WO focuser.
Consider a power adapter for your 40D if you have a mains power source near by and a ShoeString astronomy USB -> Canon bulb cable attachment to take shots over 30 seconds from your camera (controlled by say DSLR Shutter (
www.stark-labs.com - free software).
Final a focus lock or a FeatherTouch 10:1 Micro focuser is a great addition to minimise mirror shift or flop in the SCT and I reckon you need something alot better than a standard CG5 dovetail to carry that scope reliably - I went with Losmandy D bars.
Eventually add a GSO 8*50mm finder scope (under $100 at Andrews Comms) and maybe Bob's Knobs to aid collimation (and try the 30 day evaluation of CCDWare's CCD inspector to really improve your optics alignment.
Good luck - where did you purchase from out of interest?