You need the 'installer' app installed into C:
I think there is a copy in the root of your workbench HD install floppy, put it in the floppy drive, and type at a shell
COPY DF0:Installer C:
(there also is one on the AmigaOS3.9 CD, but I'm guessing you don't have your CD-ROM installed yet)
As an aside, I'm getting an Installer error trying to install BoingBag1 - anyone know anything about this ?
-Jar.