hi!,
I had exactly the same problem with my first mediator,you need to copy the install program from the os3.9 cd to your C dir on your hard drive this should get your mediator install script to run as said previously read the instructions carefully as the mediator setup can be a tad fiddly and frustrating.Theres a site on the web that gives step by step instructions which are easy to follow but for the life of me I cant remember it, maybe someone else can help with a link.
cheers
found the site
http://www.stom.co.uk/amiga-mediator/index.shtmlthis should help you.
