I will say the way you surf is what picks up alot of Spyware,Cookies,.Most user's get the junk by clicking,on the wrong things in thier mail,Web-Pages.
Sygate is a good free firewall but it is also a memory hog,and not for the novice.Zone-Alarm after testing alot of firewalls is my pick of the free firewalls.
A very Friendly Fire-Wall.
I also Recomend Avg Free Anti-virus.Plus Spyware-Blaster.You don't say what all your running,That why i'm adding the top free stuff.Lava-softs Ad-aware,Spybot,Also i would pick counterspy over Microsofts Defender Which won't run on 98 Also Spysweeper won't run on 98 who care's your not missing anything by not running them.
For clean up i would pick cccleaner for cookies and temp but when it comes to the Registry my pick after trying all is old faithful Pc-tools (Registry Mechanic)I Don't know what browser your useing if its IE then tighten down the zones.And if your on Broad-band they can hit u quicker.You can use a hardware firewall which would really help also u would need a Router.
Couple of questions/requests:
1.I'm looking for recommendations for free software firewalls for W98se - any out there worth looking at?
2. I used Sygate which was fine but did slow down my system and I'm seriously wondering whether I need a firewall at all since I do not bank or buy on the internet - any advice for me?