EMANUELI ,
Here is information and patches from Microsoft (who are well aware of the problem).
Windows 98 Second Edition Mapped Drives Shutdown Update
This update resolves a shutdown issue in Windows 98 Second Edition, where Windows may stop responding if there are a significant number of mapped network drives on your computer. The larger the number of drives that are mapped, the more likely the problem may occur.
http://www.microsoft.com/windows98/downloads/contents/WURecommended/q260067/Default.asp
Windows 98 Second Edition Shutdown Supplement
Addresses shutdown issues on systems with specific hardware/software configurations running Windows 98 Second Edition. These issues include systems restarting when selecting shutdown and systems hanging on shutdown. NOTE: This supplement has been updated as of November, 1999. Please install this latest version. http://www.microsoft.com/windows98/downloads/contents/WURecommended/S_WUFeatured/Win98SE/Default.asp
It has been my experience that the shutdown patch doesn’t always help. Considering the CPU in your system I’m surprised it didn’t come bundled with winXP. I would recommend doing what Russ suggested and move to a newer OS.
Good luck