There are a lot of problems with the Win 9x/ME line of operating systems. If you describe the problems you're having, we might be able to help. There are also alternatives like Windows 2000 (very stable but might not support all of your hardware and software), XP (no first hand experience, I'd generally recommend you wait until Service Pack 1 is released), or Linux. I installed Mandrake Linux 8.1 on my system at home late last year. It's very stable, easy to install, and comes with a lot of software.
My home computer is running Win 98SE. Recently, I had a lot of problems with BSODs (Blue Screens of Death) while running MS Office. The system was crashing horribly several times a day, usually locking the computer up so tight that I couldn't even do a controlled shutdown. I ended up having to power down the system, a major no-no.
This problem hasn't recurred for a few weeks now. I narrowed it down to two possibilities. One possibility might've been my firewall software. I was running Zone Alarm. I removed that and installed a different firewall. About the same time, my monitor died so I put an old monitor back into operation. I actually suspect it was the monitor. There are return signals from the monitor that interface with the graphics card. If the monitor was flaky, it might've sent back really bad signals that could possibly have crashed the system. A further clue is that the BSODs were always happening at the same address in the GDI (graphics) subsystem.
Since I replaced both Zone Alarm and the monitor at the same time, I don't know which one might've been responsible for the crashes. I think I'll reinstall Zone Alarm this weekend and see what happens. It's entirely possible that your problems, like mine, are caused by something other than the OS. Win 9X/ME doesn't tolerate device driver errors gracefully and there are a lot of crappy drivers and hardware devices out there. Sometimes, Microsoft gets blamed for things they have no control over.
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Don't feel like the Lone Ranger
