What insulated gloves should I use?
Here is a good document you should read from OSHA: Electrical Safety for General Industry.  Even though not all those cases may apply to you, you should be aware of all the possible dangers surrounding you and what you can do to prevent a potential fatal incident.  

I do not know how you have access to such high voltages and current, but you should have training beforehand.  It is crucial that you educate yourself about the dangers of high voltages/currents.  

By the way, a project running at 40000 Watts of power?  What are you building/doing?