The biggest improvement is stability. It's the same reason for upgrade as with Windows. Win98 serves you well enough, but it does crash here and there. Windows 2000/XP are similar looking, ok they are noticeably nicer, however way more stable that the old 98.
When you install 3.9, you will be amazad by the more fresh environment, but like I said stability is the most noticeable improvement.
Add to that some useful system patches/patchers such as BlizKick and you'll have a rock solid and stable machine.
My A4000 OS3.9BB2 setup prety much only becomes unstable after I play and exit like 5 or 6 WHDLoad games, which is understandable. :-)
