Neither round can be used in a 9mm gun, so don't try it. On the P239, the magazines must be changed to the corresponding calibers. This is to avoid feed problems. People have told me that it really doesn't need to be done, but in the case of fire arms, my advice is follow the manufacturers instructions. Lastly, If you feel this may the self-defense or target shooting gun for you, try one out.
Most ranges have guns for rent available.