Are you in Charleston, WV (mountains) or Charleston, SC (sea level)?
How many turns out on the idle mixture screws did you go?
Can you adjust the idle speed with the idle adjustment knob at all?
What type of exhaust do you have?
Idle speed should be set when the bike is completely warmed at 1300 +/- 50 rpms.
A 40 pilot jet is unnecessary. You should be able to get it to idle fine with the stock 38. Have a good read and look at the link below. Should offer you some good insight for your jetting needs
Motorcycle Carburetor Theory 101
http://www.motorcyclecarbs.com/carbs101.pdf