On mine, as per instructions, the ata3.driver needs to be run before anything else except in the case where your Amiga will do a reboot first before booting (such as using LoadModule without the REBOOT option for example, or MuMove4K for another example).
Mine does this on my 3.1 setup: (for OS3.9 it may be a bit different, but the included docs on the driver disk should explain exactly where it should go)
[TOP OF STARTUP-SEQUENCE HERE]
MuMove4K PREPAREEMUL 1200
C:ATA3.driver QUIET
C:SetPatch QUIET
[ETC ETC...]
You only need to run the ATA3Prefs program in the Prefs drawer when you change your drive(s) configuration from what it was previously - and then click save so it always uses those settings when ata3.driver is run.