Without knowing what your problems are, I can't offer specific advise. However ...
1) Is the build update file successfully downloaded from the web site? If not, you have internet connection problems.
2) Assuming you download the file successfully, does the "Package for the Web" extract in your Windows temporary folder to a set of subdirectories. If not, the file has been corrupted, download it again.
3) Assuming you have the set of "disk" subdirectories, there is a "setup.exe" in "disk1". What happens if you start this EXE?
4) Please be advised that Microsoft no longer supports Windows98, and we (COADE) discourage its use. This
is a link to COADE's Operating System Compatibility Statement. As of August 2003, we only recommend Windows 2000 or Windows XP Professional.