How is the CDROM connected?
It would be the best if you had a 3.9 Emergency Disk though I'm sure given your question you don't. :-(
I would suggest installing 3.1 so you can get ide-fix or something similar installed to mount the CDROM. I did this and then copied the 3.9 source to the HD and launched the setup from there so that I wouldn't need ide-fix to do the install. The source was on a second partition allowing me to book to the 3.1 workbench floppy and format the 3.1 install. After that I launched the 3.9 install from the second partition and wrote it to the partition that I had just formatted. Confusing maybe but it worked for me and gave me a clean 3.9 install.