loosing It

When you search your computer for sfc.exe and msconfig.exe, they do not show? Something bad is happening. I would backup everything (if you have enough space, backup Windows). Use the 98 boot disk and boot up. Rename the WIndows and Program Files directories to another name (ex winbak). Reload Windows clean (setup.exe on CD).
When it is up and running, run SFC and make sure it is set up to detect deleted and changed files. Rnu the scan and just acknonledge anything is sees changed (if so).
Then one by one install your programs and run SFC. Always make a backup of the files changed. Anytime an older file overwrites a newer one, I backup up both files manually and restore the new (for 4 years, I have kept a large backup of dlls, exes, etc that have been changed. You never know when you need an older/newer file to fix a problem).
Run SFC once a week from this point on and see if there is a pattern.

I would suspect you have a failing hard disk! Boot the machine and hit F8 to give you the startup menu....Choose Command prompt only.

type in scandisk /surface to run a surface scan on the drive.

just a quick test for you, go to a dos prompt and see if the file exists somewher else.
do the following:
CD\
dir msconfig.* /s
dir sfc.* /s
This will look for the files recursing subdirectories and if something is archiving them or moving themthe directory structure may give you some hint of what's doing it. Otherwise the above answer looks like it will pretty well take care of the health of your pc for a long time just a lot of diligence needed to watch and see whats going on. Are youusing ME or 98? Have you run the updates from microsoft?