You don't need any of the CUDA packages, they're mainly for developers.
Just grab the latest drivers from the Nvidia site and install them, then download and install the F@H GPU client.
The console client is better than the system tray one, as the viewer in the system tray client can cause major slowdowns.
You'll have to fold for a large amount of time each day with a 9400GT to make any deadlines, I fold with a 9500GT which is around twice as fast and it completes most small/medium units in around 12 hours, larger ones obviously take much longer. This isn't a long time comapred to the standard CPU client, however the deadlines on the GPU units are usually around 3 days.
Links -
Nvidia drivers for Vista 32-bit (which I'm assuming you're using, if I'm wrong don't use them).
F@H GPU client and
setup guide.
Hope this helps, and as always if you have any problems feel free to ask.
Fold on!