Windows 95/98 Boots Directly to "Shut Down" Screen
http://support.microsoft.com/?kbid=141898

Among other things, it requires that W98 be reinstalled.  Since you don't
have the W98 CD, all you can do (without buying one) is boot with a floppy
start up disk to see if the W98 installation files are on your hard drive.
If you don't have a start up disk, go to http://www.bootdisk.com/ and
download the file you need to create one.  Once you have a floppy disk, boot
without CDRom support and at the A: prompt, type:  C:        and hit enter.
At the C: prompt, type:  Dir      , hit enter and look for a directory named
Options.  If you find one, at the C: prompt, type:  CD Options           and
hit enter.  Type Dir             and hit enter.  If there is a directory
named Cabs, type:  CD cabs and hit enter.  At the cabs prompt, type:  dir /p
and hit enter. (The /p switch causes the list of files to pause when it
fills the screen--you advance the list by hitting enter.) What you will be
looking for are W98 .cab files and a setup.exe file.  If you find these, you
will be able to reinstall W98 from your hard drive.  If they do not exist,
you can try picking up a W98 CD on EBay; however, I would not invest very
much money in such an old machine.   A couple of weeks ago I sold a
perfectly working P1 333 MHz machine with 19 in monitor  with W98 disk on
craigslist.org for $30.