If all you want to do is share the internet connection, you don't need DAVE or any other 3rd-party software. Just set up TCP/IP on the Mac and Internet Connection Sharing on a Windows 98 PC. If both machines are using the same addressing (i.e., 192.168.0.xxx) and same subnet mask (i.e., 255.255.255.0) the Mac will find the internet connection without any problems. You only need DAVE for file or printer sharing.
If you have Windows 2000 Server you can set up file sharing for Macs using software that comes with it.