From the case:
"Minimum system requirement:
CD-ROM drive, Hard drive, 68020 or higher processor, Amiga 3.1 ROMs (version 40.xx), 6 MB Fast RAM."
I did have this in my Amiga 3000D but couldn´t install it. It went weeks after weeks before I suspected my acceleratorcard wich was an A3640 with a 68040LC or EC, I don´t remember now.
Anyway, I changed it to a "real" 68040 and suddenly I could now install OS3.9. So make sure you have a "real" 68xxx before you start to install.
My 2 cents. :-)