Install 3.1 on your HD from WinUAE (I used WB adf files). Copy a CD filesystem to the HD you downloaded on your PC. Make sure it's unpacked when you copy it to HD or have a unlha tool installed on your HD.
Put the HD in your 3000. Should work as you have installed the 3.1 Roms. Boot and install the CD filesystem. If all goes right you have a system that can read your CD-ROM drive then.
Use the OS3.9 installer to make an Emergency Disk. If the installer crashes or doesn't work make sure you have the latest installer in the C drawer on your HD. You can get it from Aminet but copying the one from the WB Install 3.1 disk worked for me.
Boot from the Emergency Disk and install OS3.9. I formatted my HD partitions after I booted from the Emergency disk to ensure a fresh install.