40amp ignition fuse keeps blowing

Both the previous answers would get you to the cause of your problem but i would use a volt meter rather than a bulb or fuse as you could cause a power surge that may cause more damage to the electronics as a draw above a few milliamps could be enough to fry some circuitry , so just be very care full what procedure you adopt , keep me posted if you wish

Make up a test lamp by soldering two wires to a 12 v lamp.
Remove the + batt. terminal and connect the lamp between the terminal and the battery terminal.
If you have a short, the lamp will light up rather brightly. You can now trace the short by removing one element of the electrical system at a time, for example remove the headlamp relay and see if the 12v lamp is still on, if yes, replace the relay and check the starter solenoid etc. The minute you get to the short, the lamp will go out.
You could also just take an old fuse and solder the two wires of your test lamp to the two connectors of the fuse, and replace the fuse. (Keep the battery connected).
Enjoy the hunt!

Short or wrong fuse