How are you shutting down? (I assume you're not getting this wrong, but hey - better ask!)
However, it may be due to the drive not having time to fully write everything to disk before its power gets cut off - it has to set a bit (8th byte, 4th bit) to let the computer know next startup it was shut down properly. Installing the CD writer may have changed timings slightly...
Two options. First is to try disabling fast shutdown using msconfig.exe (tick box marked 'disable fast shutdown). Alternatively, I think Microsoft has provided a fix, which simply makes your computer wait 2s longer on shutdown:
MS W98 Shutdown Supplement