Let us help you solve any problems you might have with TNM. This forum should remain spoiler-free - if your problem is spoilery in nature, please post in the forum above.
Forum rules
Please only use this forum for problems of a technical nature. If you're stuck somewhere in the game, post in the TNM Spoiler Zone forum. If the game crashes, you can't load a savegame, or something just plain isn't working, this is the place to post.
Save Path=..\TNM\Save
Paths= ..\TNM\Maps\*.dx
Paths= ..\TNM\Textures\*.utx
Paths=..\TNM\Sounds\*.uax
Ogg Path= ..\TNM\Music\Ogg
So the 'starting' directory should be C:\deusex\system (or wherever you installed your app). You can configure this on the shortcut, if you upload a screenshot showing the properties of the shortcut I can probably point you in the right direction (unfortunately I have no 98 machine to check it out).
If all else fails you could configure full paths there: