megatrond:
What I want to do is connect a 40A SSR to a Arduino and controll the percentage of the cycle that the output is high vs low with a potmeter. It would also bee cool to connect a LCD to display the percent I have set it to. Is this doable? Have someone done something similar? I've been googling without finding what I need.
OK, in the Playground there are some libraries and other information on using PID in an Arduino sketch. I'm guessing you didn't try searching there, because otherwise you probably would have seen this link to a 5 page blog post about a using PID on an Arduino to control a heater. 
You'll find some more helpful links mentioned in the blog as well.