It is only allowed to either use OS3.5 or 3.9 on 1 Computer at the same time. Read the H&P license carefully. Maybe H&P placed a note in the license of newer OS3.9 distributions that restricts its use to AmigaHardware.
Booting off any Workbench ADF should be sufficient to install AmigaOS 3.5 or 3.9, make sure you have correct access to your CD-ROM drive (see below).
To install AmigaOS versions 3.5 and 3.9, you have to make sure you set the following options:
Here we go:
Try changing the Sound options to better level e.g. 16 bit and
44.1 Hz and change the CPU settings to adjustable and to level 1. Alternatively,
remove the references to playing sounds (such as the clapping noise) from the
installer script if you know what you are doing.
There is an update available for AmigaOS 3.9 called a Boing Bag and to get
it to install on WinUAE you need a patch available from Amiga,
Inc.
If you dont have AIAB, it is recommended to install it. This is the fastest way to get a running OS 3.9 installation.
Hint: If you get CD read errors you need reduce the max transfer rate in your CD-ROM driver settings.