Windows 98 Second Edition Shut Down Problem
First thing to do is to go to Microsoft's web site to download their various shut-down problem related update drivers. Actually, once you go to their web site, you will find that there are many update drivers you would need to update. Installing those update's would resolve many current and potential system and security problems.
Some systems may have problem automatically shutting down the power supply due to issues with the motherboard. You may need to ENABLE the "Assign IRQ to VGA" in BIOS option or download a supplemental driver from the motherboard vendor to correct this problem.