Let me see if I undrerstand you. You dont want to use WinUAE to install 3.9 from it, and then move the cf card to your Amiga.
You can copy the entire contents of the 3.9 cdrom to a drawer in your Amiga, and afterwards, assign that drawer the name AmigaOS3.9 and then install from over there.
BTW, It will also work when you are installing BoingBags.
Anyway, just in case, BoingBags 1 and 2 are password protected and their password is:
Boing Bag 3.9 #1 93ABDF11
Boing Bag 3.9 #2 3FB6986B-B0AD6339-4FF3254B
I hope this helps.