Hi Gary,
You can govto Messicks, TC40, Transmission section, 4wd dropbox, pictured here. New Holland TC40 - 4 CYL COMPACT TRACTOR(01/98 - 12/05) Parts Diagrams
If you can wiggle the shaft, you have a bearing going out. Drain the oil, disconnect the 4wd driveshaft and drop the dropbox.