[chungy]

No, he's right. Windows 95/98/Me use MS-DOS as a bootloader, and Windows 95+98 still allowed you to exit Windows from the shutdown prompt, leaving you only at the DOS prompt. Windows Me took away the ability to exit, least without a binary hack to IO.SYS that can re-enable it.

[orionblastar]

You mean DOS Mode where Win9X GUI shuts down and reboots into DOS mode to run DOS software. I was a Win95 beta tester.