SATA and PATA have entirely different connectors to the motherboard. I'd make sure you have the right kind of connectors available first, since it sounds like your computer is older (40GB drives haven't been around in quite a while).
If you do have SATA connectors available, then you can just plug it straight in without needing to change anything on your PATA drive at all.
After that, it depends on what you're trying to do. If you're just looking for more storage, then you can leave the PATA drive as the OS drive, and use the SATA drive as an additional drive. If you're looking to replace your PATA drive with the SATA one, then you have a few more hurdles to jump over.