On the TI, the fnInt function is just a "function integrator".
All (or at least, almost all?) numeric integration on a calculator is an approximation.
You can perform a numeric integration on the hp49g+ by:
1) using the equationwriter (EQW) and then pressing shift and the integral sign. Then fill in the lower and upper limits of the integration followed by the expression to be integrated, then enter the variable of integration in the "d" location (usually dX).
2) using the INTVX function (found in the CALC menu)
and others.
Other resources to help you:
1) The calculator's manual that came with your hp49g+ :-)
2) The extended guide for the calculator that is on the CD that came with your calculator.
3) HP's website has a good number of "learning modules", small PDFs, that show how to do quite a few things with the 49g+. They are found here:
http://www.hp.com/calculators/graphing/49gplus/technical.html
4) The specific learning module that shows how to do numeric integration is found here:
http://www.hp.com/calculators/docs/learning_modules/49gplus/49gPlusNumeric.pdf
Good luck. If you still can't figure it out, post another question here.
Gene