If
you want to be able to establish communication between your HP39G or HP40G and your PC
then you need to purchase (or make) a cable. You also need software but that's
discussed on another page. You must have a PC running Windows - Mac or Unix
versions are unfortunately not available at present, although that may change
with time.
You can probably purchase the cable from the same place that you bought your HP39G/40G but as time goes by this becomes more difficult since the only 39/40Gs circulating these days are second hand. I think HP probably still sells them but you may need to have your retailer make inquiries for you and I suspect it will be (comparatively) very expensive. See below for a link to a US cable company with relatively cheap ones.
The HP39/40G cable uses the serial port and is NOT the same as the one for the hp 39gs, hp 40gs and hp 39g+ which uses the USB port. The cable for an HP48G or HP48G+ appears superficially similar but it is not the same. DO NOT USE IT! It can damage your calculator.
The fact that the cable for the HP39/40G needs to be plugged into a serial (COM) port can cause problems with many modern computers because a lot of them don't have this port any more. If that's the case for your PC then you will also need to purchase a USB to Serial converter. This is a special cable that plugs into your USB port and has a serial port on the other end that you can plug the cable into. These converters are not cheap (>$100) but they are your only alternative if you have a computer with no serial port and you want to communicate with an HP38G or an HP39G/HP40G. Click here to view a PDF file containing instructions on how to install these cables - they can sometimes be a little tricky to configure properly.
If you have trouble finding a cable you can purchase it over the web from Samson cables for US$20. I can't recommend them but I have bought from them myself with no problems.
Alternatively, instructions for making your own cable can be found here. I would not advise this unless you are very confident of your abilities. The cables are not that expensive and the only time I tried this I did not succeed, although this may have been due to my own ineptitude.