
EUREKA - I'VE FOUND THE SOLUTION
When using the "START" "SHUT DOWN" method to shut down the computer, my computer would always re-boot.
To correct this problem in (Windows 98SE) click "START" "RUN" and type in "regedit"
Then follow the trail HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\Shutdown. When at "Shutdown" double click (don't click on "+"), then R click on "FastReboot" and L click on "Modify". Change the setting from 1 (one) to 0 (zero)