Sorry, STRING did not find a protein called '9606.ENSP00000240139'.
Generally, STRING understands a number of different names/symbols for proteins.
Here is a selection of typical names: 'YEL036C', 'TRPB_ECOLI', 'trpB', 'ENSP00000249373', 'BRCA1', 'CG11561', 'daf-3', ...
Try to identify your protein with a different name/symbol that you might know. Alternatively, you can paste the raw amino-acid sequence of your protein into the input-form, and STRING will try to identify it via a similarity search.