For a straight Amiga install, I start with the five OS 3.1 floppy disks booting from the "Install" disk and follow the on screen instructions; from 3.1 you can get a CD ROM working and install OS 3.9 from the CD. There are other ways via the web (AmigaSYS, for example) to get there where you can download stuff, but even without WinUAE you can transfer from a PC to an Amiga (via your CF). I keep a complete install on a CF partition of OS 3.1, 3.5, 3.9, and 4.1 just in case. I WHDLoad after booting into a clean 3.1 partition.