Hum,
no point in running anything less on a PC...
copy the whole cd on into a windows folder/insert cd in to drive, boot up winuae, start up workbench from an ADF disk in DF0:,
and press install...(Or copy over the files by `hand` - not recomended for beginners)
(Well thats how i did it...)
For this project you WILL need a:
40.6x ROM image,
System disk on ADF/ or tick the option in Winuae to recognise scsi devices/cdrom and press the install icon in the 3.9CD,
patience.