You should be able to do that, but I'm not sure if Win98se and WinME are the same in that respect. In control panel there is a folder called "Folder". When you open it up you will see a place to click that says "open in new window".
Once in FOLDER OPTIONS on the General Tab click CUSTOM BASED ON SETTINGS I CHOOSE. Then click SETTINGS. There you can set different preferences including OPEN EACH FOLDER IN IT'S OWN WINDOW.
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