Expanding on what md usa spybot fan already stated, there is no way to protect a Windows 9x/ME OS at this point. Multiple vulnerabilities are known to exist that haven't been patched by Microsoft, several even before these OS went end of life since they weren't considered 'critical'.
Believeing you can protect yourself with such an unsupported OS is absolutely false, there is no way it can be done. If you only use the PC for general browsing and never use it for anything where your personal information is involved you might be alright, but if any personal info is involved you must assume it could be lost.
The potential personal and financial cost of these archaic OS are simply not worth it. Either find a way to fund an upgrade of at least the OS or simply remove all personal data and use it as a toy, because that's what it is now.
Bitman