Very often my computer fails to shut down orderly when pressing
"start", "shut down", "ok" even after long waiting, and I am forced to
plug it out. This results in the nuisance of diskediting all disks
when I start windows again.
Would anybody know what causes this failure to shut down? My computer
is a pentium with windows 98

Many factors could your system not to be shutting down promptly or at
all.  It could be a hardware or software issue or combination of both.

Microsoft address this problem, and many of the fixes;
http://support.microsoft.com/?scid=kb;en-us;238096

If you want to jump to one of the quickest fixes download and install
this suppliment patch, from Microsoft.

http://www.microsoft.com/windows98/downloads/contents/wurecommended/s_wufeatured/win98se/

Again the first link goes in to step by step procedures and could get
tricky by going into the registry and making changes.  Be carefully
and follow the instructions above.

Let me know and I will explain more.
Jason

If you are able to start up and shut down without opening any programs
a program is causing this.  If not, there is an update on Windows
Update, located in the start menu, that should fix the problem.

-Razor