Windows 98 Problem

I am having a problem with my op system. 1.When it loads up, just before completing all load up, I get an"error sound" but cant find why.
2.When I try to load a program thru the cd drive, setup.exe won't work. It spins the cd and then stops.
3. When I shut down, or restart, the computer displays "Open File Message Window" say a file is not operating properly so I have to hit End Task so it will shut down. It never says what file is having the problem.