It sounds like it didn't give you a location or name for the file? Without that, you won't be able to tell whether it's a dangerous file or simply a false positive (something that it thinks is a virus but really isn't).
Did you keep the files zipped? I don't see why that would work in Win98, but you are supposed to stick them in Windows/Fonts. I just made a shortcut to there, put it in the Send To menu (Documents and Settings/(whatever name you're using or All Users)