Some prestige classes are available to any classes.

Those that are will require you to select a base class when you advance into the prestige class. This will happen automatically when you try to advance as a prestige class (When you take level 41, for example when a level 40 character types advance bladeweaver). The progression of the character's hitpoints and skills and other relevant information will continue as if the character had gained a level in the base class. When you abandon a prestige class, your base class will automatically be removed.