Unfortuneatly I don't have much experience with the PC-DC Setup. I tryed to set it up on a windows XP PC and it didn't work out too well. I'm pretty sure its impossible to get it to work on XP.
Here is guide by Michael K Ter Louw. The guide was hosted at consolevision which is no longer. And the dumb web archive doesnt ectend to the pages on the site that actually include the guide. So here s a link to his old guide: http://web.archive.org/web/20050207020237/home.elp.rr.com/terlouw/
Check out that guide for further info that may help you out connecting. Sorry thats all the advice I can give you for win 98 setup.