Firstly, there is a problem with the shut down speeds of window 98 and SE machines, (I think theres a patch somehwere). Secondly I had this trouble on my machine once, i spent three hours with it hooked up to ma diagnostic PCi card and found no problems, removed the pci card, moved a few internal cables, and the problem was solved> i'm not saying this is a scientific, generic fix, but it worked for me.
Secondly go to the ms updates website and downlaod all the patched etc, insight!
P.S
Back up all your work to CD-Rom or floppy, as you may turn it on and find it won't start up!