To be completely off-topic, now, WinXP has numerous utilities (including those for software installation) that Win98SE either has to have installed manually, or doesn't support at all. I'm kind of surprised you even have a Win98 machine running the software, I got the impression it was already XP-only. That'll certainly be the case next year when version 8 comes out.
Back to Garmin Quests and geocaching: Can I assume the option to route directly only comes up when you have satellites acquired? The weather has been ugly/rainy ever since Xmas and I've only had my Quest outside once, and that briefly. I've been trying to practice things using the indoor mode, but when I set a waypoint and then tell it to re-route, it only asks me whether I want to simulate driving there, I don't get any menu allowing me to select route type so I can pick direct and see the compass page.