I donít own a A40, so canít help you about that.
But for sure, a USB CF card reader/writer will allow you to download quickly and no hassle. Just plug your CF in and you see a removable drive , do what ever you want, move, copy, erase.
Windows 98 SE is OK, Sandisk and PNY readers work on mine without any problem . Anyway, a reader is handy to have, and it cost nearly nothing ( they give it free sometime when you buy a CF )