ONE (down) answer in each column is harried into losing one of its letters, which then drops to the corresponding blank below. The blanks spell out the advice these words have heeded. Answers include three proper nouns; one shortened word is also proper.

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Across
2. Quiet airplane is an attention-grabber (4)
5. Piece of Colorado has borders: Grand Canyon (5)
10. Parent, bearing a pregnancy, finally gives fruit (6)
11. Vehicle is cold in the Big Apple, after a time (6)
13. Bismarck's first among “Hot Towns” (4)
14. Initially, new jewelry is gratifying (4)
15. A suit curtailed in courts (5)
16. So hot in perfection (4)
17. Change hands about (4)
21. Extras' spot: both right and left around hideout (7)
23. Endless damnation envelops evil Jewish group (6)
27. Avoid unjust peaces (6)
28. Opus's finale preceding interval (7)
29. Italian peak warped plain (4)
30. Snippet in audiotape (4)
32. Cheer about second-rate, insensitive person (5)
36. Seize back unfinished tower? (4)
37. Even musically sustained (4)
38. Improved the French during crisis (6)
39. Note: bumpy ride is less cluttered (6)
40. Curses hot divorcées (5)
41. America concerning backwards exploiter (4)

Down
1. Swank beat within “Spy”
2. Slice of butter containing salt: a type of food
3. Germ in South Park
4. Pronounced apology for garment
5. Pursuer of mice around corridor, in general
6. Man gulps at horror
7. Improved nice teens' awareness
8. Whiz getting average education gives consent
9. Carnivore's exclamation about hunger
12. Puréed fig holds watery liver?
18. Ideal gas enveloping plant
19. Spinning ball: peace readily identified
20. Deliberate change in companion
22. See 29 Across
24. Guide, without a bit of work, contrarily gives addresses again
25. Passion of a woman: bloomers in a wasteland
26. Reproduces third of Kasparov openings
28. Heard of place's attractions
31. Comprehensive, our group includes card
33. Exceed limits of debtors' chances
34. Short branch that is failing
35. No green is apparent