I have an A4000, and yes, you have only two IDE interfaces. Mine is connected to a 160GB hard drive and a 24x10x40x CD Writer.
Make sure when you install OS3.9 that you install all the Boing Bags (at least the first three, I have the fourth, but it is beta and somethings do seem a little less stable for me.)
WHDLoad is awesome, but make sure you set your A4000 to PAL mode, unless you have a video toaster. I had mine in NTSC mode and couldn't figure out why so many games just didn't work right. Switched it to PAL and almost all of them worked perfectly afterward.
There is a jumper inside the A4000 for doing this, though I can't recall exactly where at the moment. I think it's near the sound output.
slaapliedje