It was a hard file. Ironically I've never had issues using a directory, but I've been told I should be using Hard Files because Windows can't hand certain file names and what not, so I decided to set this up on hard file, plus I figured I'd be able to keep that hard file around and re-use it for later set ups...
...ironically it's becoming quite the pain, and now my Boot Disk won't see the CD-ROM so I think I'm just going to have to install it by assigning a path to the CD's install folderin UAE as I was doing before.
The thing is though that after I install OS 3.9, it will detect my CD-Rom without issues, but that's anothe problem.
Oh ya! Another thing I almost forgot to mention that was unique to this OS 3.9 installation experiance:
During install it will say,"The file "makedir" "makelink" "amigaguide.guide" is protected from deletion.
Then I got the option to delete or skip so I delete, not knowing what that means exactly, but...
It also said something like this during the Boing Bag updates except it was taunting me about Installer and the Rom udate.
Still not sure what that Rom update does.
Anyhow, I think I'll try to re-install and turn off write protect with Dopus!