That should NOT happen! It is possible that you did not install the 040 properly or perhaps that the board is defective... In any case even without the 68040.library the cpu should be recognised at least as a 030. It is normal for the system to be slow if you haven't got 32bit fast ram, however just check what the CPU command says when the board is active. You can also hold ESC during boot-up (or was it RMB?)... I can't recall right now, but you can try both combinations. This should bring the configuration menu. Try disabling the MapROM feature for the moment and running without it to see if it helps.
Also, being one of the earliest 040 boards on the Amiga, it is very sensitive to the 68040.library version used. It works the best with its own old V36.something but it can also be used with the OS3.9's V44, however this requires a particular software workaround in order to enable it to function which I can't describe right now but I think there are hints on how to do it on Aminet.
The on-board memory should be autoconfig so it should not require any manual configuration of the memory. If you haven't got the 3.1 ROM inside your A2000 you can use the SetFF command to softkick another file.
