Here's a much faster way to accomplish the same thing using a simple double-click. All you have to do is create a new shortcut.

Right-click anywhere on the desktop and select New, Shortcut from the drop-down menu. In the Command Line window text box, type c:\windows\rundll.exe user.exe,exitwindows. Click Next. When the next dialog appears, type Exit Windows (or some other meaningful name) in the Select a name for the shortcut text box. Click Finish. From now on, when you're ready to shut down Windows 98, close all your applications as you normally would, and then just double-click your new Exit Windows icon.