If you've got OS 3.5 up and running, there should be no difficulty in getting OS 3.9 up, too. Just install it as an upgrade on top of the 3.5 installation. The emergency disk is only needed if you don't have one of the "new" OSes already or if you want to install from scratcxh (after a HDD crash for example).
To use the emergency disk, make sure everything needed to access the CD-ROM drive is copied to the disk. The emergency disk does nothing else but load the CD-ROM drivers and then boot OS 3.9 from the CD.
BTW, you should have created an emergency disk for OS 3.5, either.
Bye,
Thomas