Installing 3.9 under WinUAE is hard because you have to install an emergency startup disk image and boot from it in order to start the install process for your hard drive image.
Note: Be sure to use the emergency start disk to boot from when you install 3.9 on your A1200 becuase if you're running the wrong revision of 3.1 it will cause corruption in the install of 3.9 .