The side plate is on the same side as the rabbeting edge; not sure a fence on that side would do you much good. I think you'd have to mount a fence on the opposite side. Looking at the Lee Valley fence (pointing up to the picture there), you can see that the fence is on the side opposite the open edge of the plane.
From the photos I found online, it looks like Lie-Nielsen added some metal to the original Stanley casting to accommodate a fence rod on the closed side of the plane (roughly at the same place as the hole for the side plate). The shop's locked for the night, and it's raining here, so I can't go look at my Stanley 140. But, looking at photos online, I'm don't think I can see anywhere with extra metal where you could drill and tap your own hole in the side of the plane for a fence rod. Plus, you'd have to source a fence (Stanley 78 fence, for instance).
The alternative for a fence would be finding places to drill/tap holes through the sole, and add a fence something like the fence on the Stanley 79:
But you wouldn't have much metal anywhere, so you'd have minimal threads; might not work, and then you'd have messed up your Stanley 140.
One traditional method for controlling the width of a rabbet with an unfenced rabbet plane is to clamp or tack a cleat on the work at the "closed" side of the rabbet - where the rabbet wall will be. Have you tried this? If not, I'd try it before messing about with fabricating a fence for your plane.
Or, of course, you can throw down huge hints when family members ask what you'd like for your birthday/holiday present, along the lines of, "Boy, you know that Lee Valley/Lie-Nielsen skew block plane with the fence sure looks sweet."
And, even there...consider the work you want to do. A full-sized fenced rabbet plane (Stanley 78/Record 778/Lee Valley skew rabbet/Stanley 289) might serve you better. And Stanley 78s - which are, based on my experience with mine, really pretty decent tools - run as cheap as $20 on That Auction Site, although one at that price would require cleanup. Spending twice as much can get you a sanitary one. If you decide on that route, get a fence, a depth stop, and the nicker for running cross-grain (and, of course, an iron and a "lever" [actually screw] cap).