First, you can determine that you have a right triangle:
40^2 + 9^2 = 41^2
Because you have a right triangle, the 'circumcenter' of is on the hypotenuse. What this means is that the center of the circle lies on the hypotenuse of the right triangle. Because the 'circumcenter' is determined by the perpendicular bisectors of the midpoint of each side of the right triangle, we know that the circumcenter is at the midpoint of the hypotenuse.
Because we know that the hypotenuse of the right triangle goes through the center of the circle, the length of the hypotenuse is also the diameter of the circle. So, the radius is half the length of this side of the triangle.
Thus, 41 / 2 = 20.5.
There is a much better explanation on Wikipedia - search for 'Circumscribed circle' (I can't post links yet).