Hi Den. There are many possible causes of bad shutdown in Windows 98-
If it has recently started to happen, then perhaps you have recently installed some software that is hanging. Also if you have installed Norton Antivirus, perhaps you have floppy disk checking at shutdown enabled.
If you are having to hold the off button in for several seconds, you probably have the BIOS set to do this (Soft-Off by PWRBTN in Power Management Setup)