EddieCoyle explained it well.
This is what messed me up the most when I first started reloading. I read about "crimp" and thought that I was supposed to shrink the end of the case to hold the bullet in place. The only "kaboom" I have had in 50K rounds of handloads was due to this error.
With 40's (and 9's and other autoloader rounds), the sizing die shrinks the case down to less than the diameter of the bullet, and you use the least possible expansion or belling of the case mouth, so that the bullet is held in place by the tension of the case neck.
What is meant by "crimp" is that you are removing the belling introduced by the expander die so that the case wall is straight and will feed.
What helped me was to use a micrometer on factory ammo and try to duplicate that. After I started doing that my quality improved considerably.
If you're just starting to reload 40's be aware that they are one of the riskier calibers to reload (IMHO). If you don't get the case neck tension right the bullets can set back while in the gun, increasing the pressure and potentially causing the dreaded "kaboom". This happened to me once, fortunately I was shooting a good quality pistol, an FN Hipower in 40. It blew the grip off the right side of the gun and my hand was numb for a while, but no blood loss and no broken parts in the gun. When I looked at the two remaining cartridges in the magazine half the bullets had disappeared into the brass, they we set back by more than 1/8".
When I'm loading 40's I pay extra careful attention when I set the bullet into the case at the seating stage. If it drops too far into the case I just pull that piece of brass and set it aside. There's normal variation in loading and if it's on the large or loose side I just get rid of it.
Don't get too afraid, I loaded close to 20K rounds of 40 last year without problem, once you get it down it's fast and easy, but there is a learning curve and you need to be aware of the risk factors.