Any suggestions from the computer gurus here on the following problem would be appreciated!

All of the sudden I can not shut down my computer from my desk top. Click on Start, click Shut Down, click OK in the Shut down Windows box (and yes shut down is checked). Computer acts like it is about to shut down, then the hour glass goes away and the screen lights back up! Right were I started from. Windows 98.

The most annoying thing is every time I shut it down manually, I lose my "cookies" for the ChipBoard and the Club website!

Any suggestions would be helpful! Thanks.