In the past few years, a new class of High Mass X-Ray Binaries (HMXRB)
 has been claimed to exist, the Supergiant Fast X-ray Transients (SFXT).
 These are X-ray binary systems with a compact companion orbiting a
 supergiant star which show very short and bright outbursts in a series
 of activity periods overimposed on longer quiescent periods. Only very
 recently the first attempts to model the behaviour of these sources have
 been published, some of them within the framework of accretion from clumpy
 stellar winds.Our goal is to analyze the properties of
 XTE J1739-302/IGR J17391-3021 within the context of the clumpy
 structure of the supergiant wind. We have used INTEGRAL and RXTE/PCA
 observations in order to obtain broad band (1-200 keV) spectra and
 light curves of XTE J1739-302 and investigate its X-ray spectrum and
 temporal variability. We have found that XTE J1739-302 follows a much
 more complex behaviour than expected. Far from presenting a regular
 variability pattern, XTE J1739-302 shows periods of high, intermediate,
 and low flaring activity.