The reason I asled about OS3.5 is because I heard OS3.9 needs a CD Drive to boot, even after instalation.
That is not correct. (Or at least not on my Amiga4000 - I can boot 3.9 without CD, and in fact do quite often.)
It WILL generate an error, though, unless you remove the CD0: icon from your DEVS/DOSDrivers drawer, however. (Removing this ICON simply tells the OS not to look for a CD Rom.)