The problem is that on a fresh install of OS 3.9 - The tool 'Installer' is in the Tools drawer.
Some installations expect installer tool to be kept in the C Drawer.
I usually copy installer from Tools, into C - so it's in both places.
Hope it helps :-)
Robert.
Oh also, stick with the installer that comes with 3.9 - it's always worked for me - I think the other installers on Aminet etc are for OS 3.0 and 3.1.