Tried to boot from the CF-card but it said "not a dos disk" or smthng...--> *EDIT* Tried to boot with OS4 kickstart resident.
Thats a common problem with OS4 installs on the classic, it means you didnt set the filesystem to use long file names (07), go to the media toolbox, select the drive, go to the add/remove filesystems, remove the one thats there and then add it back in (from the OS4 CD) and alter the 04 to 07 (as it says in the OS4 manual), Once thats added go to the partitions (you may want to delete them and add them back just to make sure) and make sure the ffs is selected.
When I first installed OS4 it would work fine if I booted from the boot floppy and then reset but wouldnt boot from cold, just saying it wasnt a dos disk and I fixed it by doing the above.

The startup-sequence looks for the cd title, not CD0:.
Then thats easy, just name the drive the same as the install CD and you are away.

(or just do an assign)