Since this happens only some of the time, it's probably either that some of
the time you run something that loads a file that causes this problem OR
that you are beginning to have some hardware failure.

I would do some testing to see if you can determine which.  I'd first try
booting the computer, then shutting down.  Do this a lot of times.  Does the
computer ever restart instead of shutting down?  If not, then go on to track
what you run during each session and whether or not you have the problem
when you shut down.  After a while, you should have a history of what is
loading when you have a problem vs what is loading when you don't.  See if
something shows up on the list each time you have the problem that doesn't
show up when you don't.

If you find one or more, then check the web site of the application that
seems to be causing the problem to see if there is an update.  That may fix
the problem.

Here is an excellent site on troubleshooting shutdown problems:

http://www.aumha.org/win4/a/shutdown.htm

PattyL

Run msconfig.exe, general tab, advanced button.  Mark the "Disable fast
shutdown" box because it can cause shutdown to work too fast and a reboot is
the result.  If the entry does not exist or if it is already marked, MVP Jim
Eshelman has general troubleshooting procedures for W95/98/98SE shutdown
problems at http://www.aumha.org/a/shutdown.htm and procedures for W98SE in
particular at  http://www.aumha.org/a/shtdwnse.htm