Although I haven't tried them, being an XP user for a few years (and too dumb before that) see if you can score some older-version firewalls that work with '98.
Kerio 2.15 is highly regarded; nothing fancy but totally does the job, and is often used on more modern systems, too.
Jetico is a rules based firewall which is also highly regarded. I understand it is a little tricky to set up.
Not my forte, sorry.
I use PCTools firewall on XP, (doesn't work on 98) and it pretty much does everything for me.