SQL Query help (AND across rows)

Hi all,
Need some help with this.
3 tables - Tag_Table, Media_Table, TagXMedia_Table

TagID is primary key of Tag_Table and foreign key in TagXMedia_Table
MediaID is a primary key of MediaTable and a foreign key of  TagXMedia_Table

So i can have multiple tags reference multiple media items.

What i want to be able to do is select all the mediaId's from the TagXMedia_Table which have a TagId of x AND x AND x etc

So I am trying to select single MediaID's which have all of the given TagIds - like an AND select statement but accross the rows. I cant do the simple select * from TagXMedia_Table where TagID=1 AND TagID=2 for example as i have actually got:

TagID   |    MediaID
----------------------
1          |      40
1          |      59
2          |      40

and i want to return 40 in this case.

Hope this makes some sense.