Nothing to worry about. 40c under load is fine.
I just got home and woke up my PC. When I read your thread I checked my PC and it was 16c. After playing Blur for a bit (10min?) I just left and checked this thread/my temps again. Down to 14c. (??? Probably an issue with my temp sensors.) My ambient temps are really low as its cold outside and I don't use heat. I LOVE cold. It's probably 24c or less in my room right now. Your temps only went up ~10c so nothing to worry about. It looks fine.