|You only want to boot from the cd when you first start the 98 installation. On subsequent reboots when it asks whether to boot from the cd or hard drive choose hard drive. If you boot from the cd again you're just starting over.|
If for some reason it's still booting to the cd after choosing the hard drive option then when it reboots for the first time, go into cmos/bios setup and put the hard drive as the first boot device and then the cdrom.
When you do boot from the cd and it ends up leaving you at an a:\> prompt that's because the cd is creating a virtual drive at a: which it loads with some dos commands.
How big is the hard drive and how much ram is in the PC?