What do you mean "nothing showing on the firewall"? No programs at all, or just the usual browser etc ?
I had to sort out a friends machine the other week, she couldn`t send mail. Turned out that she`d got the Bugbear virus, which infected Outlook Express, and shut down ZoneAlarm everytime it started.
Do you get anything from doing Netstat -a at a DOS prompt (with no apps open) ?
It isn`t either of those 2 worms going about, cos 98 is immune to that.
Also, don`t trust the list of apps that comes up from a Ctrl-Alt-Del, as it`s soooo easy to hide an app from that list!