then you should be able to get focus on it, unless the metal back (distance from the front of the camera to the sensor) is more than 10mm deeper than the 40d which i doubt.
grab the 1 1/4 nose piece it splits into two pieces
the remaining thread that you see on the outside of the collar that you put into the focuser and tighten down with the thumb screws, screw that piece into your Tthread to canon adaptor. with this configuration you will get focus. if you find yourself missing by a few mm, screw the collimation thumb screws out a bit, and re collimate they have about 20mm in them.
also you cant check if it will focus during the day because the objects are not at infinity.
Keep on asking questions and just make sure to add every single piece of information, we can then give you a answer quicker!