Ok. The only difference I'm doing now is installing the 3.9 patch directly into the 3.8 folder.
The last time I noticed, that the patch installed in a seperate folder and couldn't work, so I just moved the patch into the 3.8 folder yesterday.
Btw, it is complaining about my Warband version being unknown, if I want to install it.
Maybe I should make a complete fresh install of Warband to be sure.