In the default setup is 2.40 more secure than 2.30? I am not an online gammer. All I want is to be able to turn on DW ,then go on line protected. What will I gain with 2.40?

Yes, much more secure- 2.40 prevents sensitive data leakage like passwords, IM chat sessions, game accounts and so on. Partially- with defensewall_initialization.txt pre-defined list, partially- manually, with GUI.