The P239 is a slightly different situation than the P229. I have heard a factory SIG 9mm barrel can be used to convert a .357 P239 to 9mm. As midlifecrisis stated, to convert a .357 SIG P229 to 9mm, you will need an after-market 9mm conversion barrel made by someone like Bar-Sto or EFK Firedragon. A SIG factory 9mm barrel will not work in a P229.
The .357 recoil spring and mags can be used with some caveats. If you shoot light 9mm loads you may have to replace the recoil spring with a lighter 9mm recoil spring to maintain reliability. .357/.40 mags (my P229 is .40 S&W) have worked reliably for me, but I have heard you might have occasional feeding problems when the mags are fully loaded because of the slightly wider mag lips. Again reliability could be restored by using 9mm mags.