Cape Horn to Starboard is the story of a guy doing it on a small sailboat: http://www.amazon.com/Cape-Horn-Starboard-John-Kretschmer/dp... Here's a shorter, more recent report of a rounding: http://www.cruisingworld.com/destinations/cape-horn-starboar... And a series of articles/videos about how it's done on a sailboat: http://www.yachtingworld.com/video/skip-novaks-storm-sailing... Not for the faint of heart. Tradewinds crossings like Mediterranean to Caribbean are much easier since the weather is generally tamer, more predictable and behind you.

ETA: The southern 40s are known as the roaring 40s: https://en.wikipedia.org/wiki/Roaring_Forties There's not much land to stop the winds from ripping around the planet.