I am not very familiar with ClassicWB, but I don't remember the installation being anything special. It just checks for a valid WB 3.1 disk image, possibly copies files from it, and then voila.
Which version did you download (LITE, FULL...) ? I think UAE is the one to choose, isn't it R-N ?
I can send you the HDF "post-configured" if you want. It's less than 30Megs rar'd, bundled with the Hardware part of the
custom config (oh noes
!) I use myself; So you would be able to load it in a snap from WinUAE (theoretically).
Note that I have this in my Amiga PC folders merely for testing purposes. It looks nice though, compared to 3.1 !
Also, your FPS counter should not fluctuate like this from the default value : 50. Doesn't look too good, but at least you don't have that inferior border bug.