Do you have a router? If so, what make and model? The directions should be on the manufacturer's website. If you don't have one, buy one and the instructions will be with it.
What kind of router is it. Is this a broadband router with a 4 port switch or what?
Technically a router used as a firewall for broadband is set up as a gateway, even if you use no gateway address. On this type of setup the Internet connection is set up on the router, not the PC. Normally the router has a default IP address and you enter that in your browser and it takes you to the router setup page.
Then on the PC you select I connect to the Internet through the attached LAN. Win 98 is set up only to access a LAN.
Try this website and see if you can find something:
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