I've had no luck getting my external SCSI CDROM drive working, its been years since I used it last. It sees the SCSI device in the list, but never recognises the drive so installing 3.5 or 3.9 (which I have the CDs for) is out. And I dont think they would fit in the existing drive anyway.
Sorry if I'm stating the obvious, but have you mounted the CD drive (err....don't take that literally)? Did you put the CD device driver in the DEVS folder (dragging it out of the storage folder)?
When I had an A3000 I also found it to be very picky about termination. Make sure the external side of the SCSI chain is terminated.