Can't Shut Down Properly

You are apperently shutting down system before all applications are closed.give ample time for system to close applications to close before clicking on the shutdown button,and check your anti-virus configuration to see if the box to run at shut downis checked and uncheck it.
Also when this window pops up hit control+alt+delete and it will show you the application that is still running.When the window pops up just click on the end task button and proceed to shut down.

Check whether you have a number of mapped network drives in My Computer. If this is the case, try not logging on to the network and then shutting down. If this resolves the problem, install Microsoft's Mapped Network Drives Shutdown Supplement. (http://www.microsoft.com/windows98/downloads/contents/WURecommended/q260067/Default.asp)

download the windows 98 critical updates from the microsoft website

If all else fails...try clearing out the startup menu from msconfig (Start | Run...type MSCONFIG)

just for test purposes...only leave Scan registry and system tray...see if your problems persist...then start adding items one at a time until you find the offending TSR.