I don't know if this will help but I have Win 98SE and the file you mention (msscript.ocx) is not installed on my machine according to Start/ Find and I am fully up-dated. That would suggest that it is not a missing System file. I can only suggest that you try and repair IE by going to Start/ Programs/ Accessories/ System Tools/ System Information/ Tools and run the first program in the drop down box, i.e. the Internet Explorer Repair Tool.
If you can, I believe thee is a way (administrator ?) to save all the updates for later downloading.This will be useful as sooner or later (possibly sooner)microsoft will stop supplying updates for win 98.
Cheers Aspman, only too pleased to have helped. And where do I send the bill for the new car???? Incidentally, Microsoft used to supply a CD of Win 98 Security Updates covering up to Feb 2004 which I have. I have also saved copies of the later Security/ Critical updates which I think can still be downloaded and saved from the Microsoft Update page. Wak.