Even better may be to get a copy of the latest Amiga forever. It comes with all version from 1.0 to 3.9 on the full versions I have. Cant you use them on a real Amiga? I don't see why you couldn't.
I thought Amiga Forever was crippled in some way to prevent this. In any case, how would you load it? Does it come with an .iso image of the 3.9 CD that you could burn and then load as you would with a normal 3.9 install?