The newer BHPs (and by definition a .40 will be one of these) can have some poor stock triggers. The newer ones tend to have a heavier trigger and the additional parts involved in the magazine disconnect don't help.
If your a right-handed shooter, the problem you are describing (hitting low and left) sounds like you are jerking the trigger. The combination of the snappier recoil in the .40 and a less-than perfect trigger may be your problem here.
I don't know about others; but I personally have had a huge problem with transitioning between my Glock and my Hi-Power. Before I sent my Hi-Power off for work I was consistently hitting 8-ring or better at 25yds offhand. I sent the gun off to be customized and began shooting my Glock 26 in the 6-month interval while it was away.
At first my shooting with the Glock was horrendous; but after a three-week familiarization period I could shoot it almost as good as my Hi-Power and by the end of the 6-month period I was shooting it better at close ranges and almost as good at longer ranges.
I finally receive my custom Hi-Power and with giddy anticipation I take it out to the range only to discover that I can't hit a damn thing with it. I am all over the place with it. I'm not even hitting the 8-ring or better consistently at 7yds, let alone 25. I'm also aghast that I spent all this money on the gun and actually shoot it worse than before I sent it off.
I put away the Glock and begin practicing with the Hi-Power exclusively. Within about 4 range trips and probably 600 rounds, I am very good with the Hi-Power; but now whenever I shoot the Glock it is consistently off to the left (but nice groups).
I still haven't figured out WHY I have the transition problem but there is no question that I have one. You may be experiencing something similar.
As far as solutions, I'd recommend continuing to shoot the gun. As the gun is shot more, the trigger will smooth out a bit and you'll also get more accustomed to it. If after about 500 rounds, you aren't comfortable with it - I'd recommend a trigger job.
Alternatively, since you already have several guns that you are comfortable with and shoot well, you could just ditch the Hi-Power. I love the Hi-Power myself; but guns are a subjective thing. If it doesn't work for you, it may be easier to stick with what works rather than trying to adjust your style to be compatible with a certain gun.