If you have Win2k / XP, you can now do it with winuae too.
You have to make the hard drive a raw device, then do the installation inside Winuae with the normal Amiga tools. (it's in the harddisks tab) .. I can't be more specific as I don't have winuae or dx8 on my work machine.
Like you found out, it won't work if you partition the disk with fdisk - the Amiga doesn't understand MBR partition tables.