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Joined: Oct 2008
Then you are out of luck as you do not have the HP39G+ (which might not work either, but the old 39G definitely won't).
This is because the IR is transmited via its own protocol which is based upon the IR printer these calculators could use. This IR protocol was then modified to transmit between the calculators themselves with the 38/48G series. The 39G merely adopted this protocol from the Hp38G. You might be able to pick up the IR signals but you will have to write a PC program to decode.
Additional information can be obtained from www.hpcalc.org for the Hp38/39G family of calculators even though it is a 48/49G based site.