It's definately possible in 3.9 too, I've just tried it as I remember using this plugin-tool ages ago.
In Soft3.9 goto the Model module, select the Deformation button from LH side menu, select BumpMap + and then navigate to your .pic bumpmap image & set up the relevant fields.
I know "BumpMap +" is a 3rd party add on, but I'm on the University's machines & I'm sure it must have come as part of the basic package (well, Extreme actually) as they don't buy extra 'filters' & the like generally.
Hope that helps ya