First, try this: Start/run msconfig, on the general tab click advanced. Put a check in "disable fast shutdown", click ok/apply/ok and reboot.
If this doesn't help, or if the option is not available (because you installed the Win98SE shutdown supplement), then try the troubleshooters here:
Written by Microsoft MVP James Eshelman
Best of Luck,
Rick Rogers aka "Nutcase" MS-MVP - Win9x - http://mvp.support.microsoft.com/
Associate Expert - WinXP - Expert Zone - www.microsoft.com/windowsxp/expertzone
Win98 Help - www.rickrogers.org
> I am running Windows 98. Recently, i have been
> experiencing a problem shutting down the system properly.
> When i select "shutdown" from the menu, I get a
> message "the program is not responding. Please
> select ""wait". "cancel", or "end task". No matter which
> option i choose, the system will not shutdown properly,
> which forces me to power down the computer. HELP ANYONE!!