If you are standalone, use this reg hack: http://www.winguides.com/registry/display.php/629/

Whoa, cool. I didn't know that could be done at all. I was about to post that it can't be done at all in 95/98.

Of course, you can get around it by hacking the registry in Safe Mode, so it's not particularly secure. But to prevent casual poking around, that's very cool.