According to MSNBC's phrasing:
Voters don’t choose the 842 unpledged “super-delegates” who comprise nearly 40 percent of the number of delegates needed to clinch the Democratic nomination.
Which is a bit different from the casual way TV ranting heads sometimes say it, most recently someone on Fox News this morning who blithely said super delegates form 40 percent of ALL delegates.
It sounds considerably less democratic to say that 40 percent are not chosen by primary and caucus voters than it does to say 20 percent, though 20 percent is still a stiff number.
Here is Wikipedia's explanation.
There's a breakdown and explanation of super delegates here. That site includes a list of which super delegates are pledged to whom.
There was a great deal of gloating last night on liberal blogs when it was discovered that Joe Lieberman, who has been traveling around when John McCain, had lost his super delegate status from Connecticut because he's endorsed the Republican, an explicit violation of party rules.