The .zip of netinstall 3.9 is damaged, please fix it.
please redownload it, my netinstall-3.9.zip extracts fine =)
Tried 4 times with different computers and even different internet providers 
hmmm… I downloaded it with torrent - so now I checked http://www.mikrotik.com/download/netinstall-3.9.zip - and this file is not corrupted too =)