Some practices do these tests routinely at 40 weeks; it really depends on the practice you are with.
If you have no risk factors, and you come up with a positive on the NST, it is more likely to be a false positive than a true positive, so intervening on the basis of a NST result alone is risky. Henci Goer has some good info about this in
The Thinking Woman's Guide to a Better Birth and
www.childbirthconnection.org has it too, but you might have to pay to download the
Guide to Effective Care, I can't remember whether that's free or not. Great chapter in there about tests of fetal well-being. If they are also going to measure amniotic fluid volume, be sure to drink 2 liters of water before the test. The fluid volume is estimated via ultrasound. A full bladder is not necessary in order for them to do the ultrasound itself like it is earlier in pregnancy, but being extra-hydrated helps prevent false positives on the test.
For the NST itself, keep in mind babies in utero can sleep at least 20 minutes at a time, so sometimes a "non-reassuring" result can be because baby is asleep. If that happens, ask for an extension on the time and a glass of fruit juice to raise your blood sugar and get baby active.