Well, I only have AudioHQ installed in XP atm, but if I did install it in 98SE and encountered this problem, what I would try is right after installing it, if it asks to reboot (or not), don't reboot. Press Ctrl-Alt-Delete and make sure the only things running are explorer and systray. Then go into msconfig's startup tab and check to see if it put anything in there. If so, uncheck it and then try rebooting/shutting down.
If it's anything like XP, it's just a control panel applet and shouldn't need anything in startup to work.
This is all assuming you don't want it running in the background all of the time and just want to open/close it when changing settings. If just having it running all of the time is causing the problem (and you want it running constantly for some reason), this probably won't help.