You don't need to buy anything to plug it in! Every desktop have a PATA (IDE) support - the HDD you've got on the PICS is PATA, all you need to do is open the case, find the PATA cable (the one which would fit your HDD) plug it in (look for the red label it should be on the power cable side - so 2 red labels next to each other). Find the power cable (any will do) and plug in in - the red cable will be next to the data cable - 2 red cables will be next to each other - this is important as you can plug it in the wrong way and this will burn the HDD. If you can't find the data cable then it was not plugged in (shop, factory, etc...) Then you would have to buy the cable! it's called IDE PATA 80 pin cable!
If you in doubt - open the case - take pictures of what you've got in there - I will be able to help.
If you ordered an external enclosure - than your HDD speed will be limited to the USB2 which is 480 mpbs, another words no faster than 30 mbytes/s and you will need another power socket for it, and it will take some room from your desk and it will be noisy to have it next to you rather than in the case! The only good thing about it - is if you plug/unplug you hdd very often in order to transfer some data from one computer to another! But it's pretty much obsolete now as we have memory sticks and the HDD is fragile! + modern computers have eSata which is a lot faster!
You are plugging in 40 gb HDD, when you can get a brand new 1 TB for J50 (4 times faster than your old one), don't you think that you're wasting your time???
P.S. 16 years of experience in IT.