Listen if you just boot from the cd then the setup will start automatically however if you dont boot from the cd then in order to run the installation
first go to the i386 directory then type WINNT eg

BTW it would be very good if executed Smartdrv before you start the setup
(its usually stored in the win98 directory on win98 cd)
C:\>
d:
cd\i386 { \ just incase its not in the root directory}
D:\i386\winnt.exe (press enter)

follow instruction from there