som99: Can you not just copy the ISO contents to CF card and run the installer from there? I'm sure I did something similar with OS3.9.
I have a slight memory that mid installation 3.9 complained about no CD are present but I might remember wrong so not sure, also extracting from windows have issues due to filnames etc so best is doing on a Amiga formated CF card from WinUAE I guess, but without doubt is the fastest method to just mount the ISO and be sure you wont get any problems

This method also works for most CD based games, the only CD game I can not get working this way is Exodus the last war.
Edit: BTW if anyone know a way to get Exodus running please give me a PM, I have DVD drive on my A1200 so mounting ISO's are not my only option.