I would not use NTFS as filesystem to host WinUAE files on. My tests with that crashed more than twice as often as when I had the files on my FAT32 partition.
Anyway, try reinstalling OS3.9 (just in case) under the newest WinUAE. Don't worry about the Amiga Forever files, just use the rom files and key. (I use the ones from AF4.)
Make sure that you have installed p96 correctly under WinUAE. you can read how to do it on the AOS3.9 under WinUAE Guide on my website (elite79.tripod.com) if you don't know exactly how it's done with the emulator.
That's my tips..

And Yup, I don't manage to run UAE under Linux successfully either... it's quite a pain in the *ss to get it work.
