About the ONLY way it can be done, is to buy a Bar-Sto conversion barrel, if they ever get around to offering one.
When you convert calibers like you're proposing, the new barrel has to be specially built so that headspace remains the same and the extractor will work.
Bar-Sto knows how to do that -- and does it for many guns including some models of CZ. I don't know if they're doing it for the 40P, yet. (The 40P uses the CZ-40B slide and barrel, and I've yet to hear of a 40B convreted to 9mm.)
Bar-Sto makes CZ barrels once a year, and it'll cost you about $230+ It may be almost as cheap to buy a used CZ in 9mm.
