Hmm, its been a while since I used Windows 9X without this enabled.

I think you have to install the Window Network Client
as a protocol to your Networking Adapter.

go to Network properties, select your Ethernet card,
then click Install, the pick protocol, then pick Windows Network client (I think), or maybe its Windows Networking, can't recall which it is now].
either once you install this protocol, it will require a reboot, then it should present the login screen once it reboots.

I also suggest you read the online help files in Windows about 'enabling networking' about this point before you do any of this because it will have all the information you need in there and I don't have a Windows 9X box that I can look at to know 100% for sure exactly what you need to do from here - I'm going totally by my memory.