I am not 100 per cent sure that my advice will work, but give it a shot anyway.
Go to the Windows Registry (run regedit.exe in the Windows dir). While in there, go to
HKEY_LOCAL_MACHINE - Software - Microsoft - Windows - Current Version - Run. You will have a list of programs that run on startup independently of the entries in Windows/Main Menu/Startup folder. Right click on the background and make a new entry ('string parameter' or something like this), which should resemble the ones already in there. Type the parameters needed to start MySQL. I guess you may also try this trick in another way, through making a DOS shortcut in Windows/Main Menu/Startup folder, but I am not sure whether the DOS box will stay afloat or not, or whether this can be done at all.
As to stopping MySQL at the end, you can make a DOS shortcut and place it on the desktop. I guess Windows will exit MySQL anyway, but I am afraid it will pop up a box saying it can't exit the program automatically and will ask whether you want to do it.
Also, on Windows 98 there is the so-called Task manager if the above advice fails, try whether it can handle this. Apart from all this, there are programs on www.winfiles.com, www.tucows.com,
etc, that can be adapted for this purpose. Good luck!