Getting "Dimension too large" using psgraph and listplot

TeX arithmetic is a pain. You can scale the values with \pstScalePoints:

\documentclass[12pt]{scrbook}
\usepackage{pst-plot}

\begin{document}
    \def\dataI{%
    40 0.01
    30 0.008
    15 0.001
    0 0}

 \psset{plotstyle=line,tickstyle=top,axesstyle=frame,urx=2cm}
 \begin{psgraph}[Dx=5,Dy=0.02](0,0)(40,0.1){0.4\textwidth}{0.4\textwidth}
 \listplot[linecolor=red]{\dataI}%
 \end{psgraph}
 %
 \psset{plotstyle=line,tickstyle=top,axesstyle=frame}
 \pstScalePoints(1,1){}{100 mul}
 \begin{psgraph}[Dx=5,Dy=0.002,dy=0.2\psyunit](0,0)(40,1){0.4\textwidth}{0.4\textwidth}
  \listplot[linecolor=red]{\dataI}%
  \end{psgraph}
 \end{document}