Sure, I've had to do this before...
...but then ended up going back to 3.1.
I can not recall what all I changed exactly, but I remember using WinUAE to create an Emergency Disk, then I turned that into an ADF, transferred that to one of my Amigas, wrote it to floppy, removed the CD-ROM drivers, installed drivers for my PCMCIA CF card reader, copied OS 3.9 to my CF card, altered something or other in the Startup-Script so that the Emergency Disk would know to look on my CF card instead of a CD-ROM for OS 3.9, and that's that.
DO NOT install OS 3.9 via WinUAE. Installing 3.1 via WinUAE is safe, but if you install OS 3.9, half your files will be write protected for no good reason. Especially all those config files.
