Modern compuiters shut down too fast to show that shutdown screen, that's nothing to worry about. However, they can also be too quick to shut down properly, hence that scan.
To address this well known stubborn problem in Windows 98SE, try the following options one at a time. Around 80% of computers will be fixed by the first two options. Check at every stage and if successful, stop at that stage. Should the problem return, the further stages can be added later.
1) Click Start, then Run, type: msconfig in the dialogue box and click OK. Then select the Advanced tab and check Disable Fast Shutdown. (If you can't find it there, it's because the patch in the next step has already been installed).
2) Download the following patch from Microsoft:-
When installing the patch after download, Microsoft advise closing all running applications including any anti-virus program. The patch is known to be notoriously difficult to "take" and if it doesn't work at first, it's worth running the install three or four times.