Probably a typo but it's GPG not PGP (different product)
Ok so if you can confirm that you have
CHECKGPG=off
In your slackpkg.conf then it shouldn't even get to this error.
Code:
gpg --list-keys 40102233
Should list the slackware key.
If it's not there you can install it manually with.
Code:
gpg --recv-keys 40102233