Working with filters

I am working with a data acquistion system. When i used a software band pass fileter of 10kHz-3MHz cut off frequencies, i could see the frequencies around 40 kHz showed the maximum amplitude in the fft plot. But when i changed the the filter to 20kHz-200kHz, in the fft plot, the frequencies of 40kHz shows a less magnitude. Insted frequencies around 140 kHz were predominent.

I couldn't understand that phenomenom. How it happened?? I did, the second setting as 20-200kHz, becoz i saw that my frequency of interst is 40 kHz.

Kindly help me in understanding this, to go for a better setting.

Is there any guideline, abt how to start a fft analysis if we are quite uncertain about the frequency range??

Thanks a lot for reading....If you can help....please!!

Befen