I'm glad to hear you're pleased with the overal quality of the watch. I'm a big fan of Chopard's LUC watches and think the 2000 Sport is one I'd seriously consider in that pricerange.
40 seconds a day is not good performance. It's not even acceptable. If you're sure it's getting wound thoroughly (the automatic system in that watch is pretty efficient for most people so unless you're very sedentary, this shouldn't be a problem) then it needs to be regulated or otherwise looked at by a watchmaker.
I would try winding it by hand (a good 50 or 60 turns of the crown for good measure) for a couple of days and seeing how it does. If it keeps good time when handwound, there could be something wrong with the automatic winding (assuming you're physically active enough to keep most automatics wound, which, if you wore a Rolex with no trouble is a pretty good indicator). If it still keeps lousy time, get it looked at. There's no way Chopard would be satisifed with 40 seconds a day deviation and you shouldn't be either.
The problem when setting the hands is a commonly reported quirk with the LUC movements. Try setting the hands to where you want them, then turning the crown back the other direction just a bit to put some slack back into the handsetting train before pushing in the crown. With a little practice, you'll be setting the hands to the minute with no trouble.
Thanks again for the report!