[Funny]

First off, your engine will not blow up if you top off with a different oil. In fact I use 2x 0-w30 quarts and 2x 5-w30 quarts when I change my oil. So mixing them, in my experience is okay.
How old is the car? If the car has a whole bunch of miles on it (180000+), and you have been using 10-w40 for the life of the car, and change to 0-w20, you may loosen up deposits that are holding things together! I had a buddy who got an 80's Cordoba that he changed to lighter weight oil and it flushed so much crap out of the system that it clogged the oil pump and seized the engine. I'm not trying to frighten you, and that should not discourage you from mixing your oils. If I have some 20-w50 lying around, I have used it in the past to top off my car which is supposed to take 5-w30. You, in most circumstances, will not do any harm to your car. Oh, and mixing synthetic with conventional is okay, too. How do you think they get synthetic blends? Good luck.

EDIT: Oh, I just noticed that you have a diesel... 15-w40 is probably what you are running right now. I am not sure if they sell different weight diesel oils, I have never owned one. But I do know that you need to look at the TBN number (9 is great I think, the higher the better). Diesel oils are made to work with an engine differently than petrol engine oil, the diesel oils have more additives. Check out various diesel oils and pick the one that has a good TBN number and is recommended for turbos. Sorry about the confusion.