Have a look at this:
My website's tower stuff
I've written a few things down that should help give you the "big picture". As for the smaller picture, have you looked through the Otherpower website and found the 40' tower plans?
Duckbills, arrowheads, screw-ins, they all anchor into the soil but are dependent on the moisture, granularity, packing, etc of your soil. Your soil sounds okay but it never hurts to bury one anchor just to test, and deliberately pulling it out. If you can't budge it with a small tractor then you have some confidence.
At the base of the tower pole, the weight of the windmill, tower, and the sum of the guy wire tension is all pressing down on the earth. What's distributing that load enough for the earth to support it? It is possible to have too little base area, allowing the tower to "sink" as you crank the guy wires tight.
The other, and MORE IMPORTANT reason for a solid tower base is that it must resist the forces of raising the tower up. When pulling the tower up, a fraction of the force is pulling the tower along the ground. It must not slide!
The otherpower website shows that is possible to make a 4-legged base for the tower and stake down those legs. This is probably a good alternative if the soil is impossible to dig, but otherwise concrete is more sound.
If you don't know where to start with the numbers, then you are really in for a tough go. Working safely with a tower is a combination of understanding, adequate materials, and cautious practices. The understanding usually comes from math, and this is where an engineer can help you if you get a bit lost.