VxD are video drivers you may consider updating your video drivers. Also you do need to update your ethernet card drivers. See extract from MS Knowledge Base
Exception OE in Vxdndis When You Connect to the Internet
The information in this article applies to:
Microsoft Windows Millennium Edition
Microsoft Windows 98 Second Edition
Microsoft Windows 98
When you attempt to connect to the Internet, you may receive an error message similar to the following:
An exception OE has occurred at 0028:0000000C in VxD
This was called from
0028:C001d188 in vxdndis "01"+00005AA0. It may be possible to continue
normally. Press any key.
To resolve this behavior, use one of the following methods.
Method 1: Upgrade to the Latest Version of EnterNet 300
Additional information about obtaining EnterNet 300 is available from the following URL:
Method 2: Configure EnterNet 300 to Use the Protocol Driver
Configure EnterNet 300 to use the Protocol driver. To do this, follow these steps:
Quit all running programs.
On the desktop, double-click the EnterNet 300 icon.
In the Profiles - EnterNet 300 dialog box that appears, click Settings on the Connections menu.
In the Application Settings dialog box, click Advanced.
In the Advanced Settings dialog box, click Protocol Driver under Network Access, and then click OK twice.