Windows 98 Shutdown Problem:
Take the following steps to try to resolve this issue:
1- In the power management control panel, set the computer to never go to sleep or standby.
2- Choose F10 on startup and disable power management
3- Choose Start | Run | MSConfig; under the General tab click the Advanced tab. Uncheck the Disable Fast Shutdown box.
4- Run the following three shutdown patches for Windows 98