Hi Jackie - and welcome to the world of PMR. I havn't replied before as I have been at my daughter's wedding and our internet access was very on/off - mostly off!
First of all - are you still on antiinflammatories? If so be very careful as they should not be taken on a regular basis if you are on pred as the risk of stomach problems (common with either) is much higher if you take both. Many of us find they don't do a lot for PMR pain anyway, it is the pred that reduces the inflammation that causes the swelling that leads to the pain symptoms. This is especially a risk if you are on ordinary white pred tablets, you can also get coloured enteric coated versions where the risk is lower.
You were started on a very high dose for PMR at 40mg and it will have dealt with the intial symptoms like using a brick to crack a nut! However, if there is a lot of inflammation it may take more than 8 weeks to get it to subside properly. 20mg is also the top of the normal recommended range - but it may be not quite enough to cope with the symptoms yet. You are very young for PMR and it is acknowledged that the younger patients present differently and often react differently to the pred. It may also have something to do with the fact that often they have - like you - a young family and that is hard work which doesn't mix well with PMR. Elderly ladies can take life a bit easier when they need to!
Another lady who we met on this forum (50s girl) had a similar experience to you. At 25mg she was fine but when her doctor reduced her to 20mg she wasn't! Although 25 and 20 are doses that should be enough to control the symptoms, in some people a drop of 5mg at this sort of level is too much. The main cause of a flare in the symptoms is reducing the dose either too fast or too far. That was the case with 50s girl. When she joined this group and we coached her (for want of a better word) to drop her dose 1mg at a time she was able to steadily reduce her daily dose to below 10mg without PMR problems. She did, in the interim, develop bad osteoarthritis in her hip which deteriorated very rapidly and has had a hip replacement but is now back on track with her reductions.
In addition - you can also get similar pains to PMR when you reduce the dose of pred. We usually say that pain that starts quickly after reducing the dose but then improves after a couple of weeks is from the lower dose. If the pain takes several days to develop and then steadily gets worse - it is probably the inflammation starting up again. The larger the drop in the dose the more likely this is to happen - either way. You are looking for a dose that is enough to control the symptoms but at as low as possible a level to try and avoid the side-effects. The top experts say the reductions shouldn't be more than 10% of your current dose - so at the level you are at you shouldn't be more than 2.5mg/day at a time. This is especially important once you are nearer 10mg and some people have to reduce 1/2mg at a time then.
We all react differently so don't let a doctor tell you "but all my other patients..." - most patients taking pred and reducing the dose are only on it for a few weeks and PMR is totally different. Always remember - the pred has not cured the PMR, there is no cure as such. The pred controls the inflammation which is caused by an underlying autoimmune process that makes our body attack itself. That underlying process isn't affected in any way by the pred, all you can do is control the symptoms as best you can. You can help the pain etc by managing your lifestyle - NO is a very good word to learn. Not in a nasty way - but tell people you have a chronic illness that causes a lot of pain and fatigue and whilst you would love to help/do it/whatever at the moment you are unable to do so. Do what absolutely MUST be done. Then what you feel able to do and want to do. You must leave some energy to do thinks you like or life will become a drudge and you will get depressed. How old are the boys? They can learn to contribute to running the house - I had a single parent friend, a full-time teacher, whose boys were able to do their own laundry at the age of 7. They did brilliantly! (Wish my girls had managed that ;-) )
I bet you overdid it on reducing from 25 to 20 - got all excited at feeling better. The higher doses of pred often do make you feel you can conquer the world - I'm afraid not! Other side-effects vary from person to person but noone gets them all (83 at the last count) and some get very few. I didn't really gain weight - and my appetite went down once I started on pred. I had craved carbs, sweet carbs, every afternoon after the PMR started really badly (I had already it for 5 years at a milder level when noone came up with an answer for the symptoms) and had put on weight previously because I was no longer able to exercise as much - as soon as I started pred those cravings went and I didn't eat anything like as much. My daughter is the same - pred equals eat almost nothing! The weight redistributed though - to around my middle, the buffalo hump and on my face. That wasn't too bad on prednisolone but I was put on Medrol last year and that was far worse. Yuk! But some people don't put on weight and some even lose weight (honestly). It is possible to lose weight on pred though - you have to be very careful about what you eat and resist the desperation for a piece of cake! You are far less active - it makes a big difference.
Do come over to the other forum which is much more active and varied and we have a good social life over there too, lots of laughs like you can find at a physical support group meeting but all over the internet (the moderators here have very kindly put the link in one of the headings at the top of the discussion thread) and you will find lots of info on the PMR-GCA northeast support site whose link is also there - stories of patient journeys and recovery, a dvd to explain what PMR is all about to your family and friends.
Hope this info helps - lots of it as usual on a post from me 
Eileen