Hm, I was using cmd-line FTP client that comes with Cygwin (port of bash shell, gcc and assorted *ix utils to Win), and it works OK. The client that comes with Win98 does not seem to support SITE command at all (HELP does not list it).
A GUI ftp front end (LeechFTP) I sometimes use lets you issua arbitrary command, so SITE works there, as well.

Try to search around for free full implementation of command-line client (or download LeechFTP - I don't remember where I found it - TwoCows perhaps?). Sorry, I have nothing more helpfull...