Well there is going to be a boot delay while the miggy looks at the motherboard IDE port for a bootable drive.
Also if you are running an rtg system where you cant see the AGA output (no scan doubler/15khz monitor etc) you may not be able to see 3.9 failing to mount the old mountlist for the SCSI CD and bringing up a window on the AGA output.
Another option is you have a dead CD/DVD drive or its set up wrong (The jumper must be set to master) or has a faulty cable.