What version of IE are you trying to user on it ?
Supposedly, there are still a few "full versions" IE available to download from the internet,
so you can do a "network installation".
The problem with ME, is that its getting old... so don't expect to be able to get too much support from MS.
End of support for Windows 98 and Windows Me
Effective July 11, 2006, Windows 98, Windows 98 Second Edition, and Windows Me (and their related components) will transition to a non-supported status. After this date, Microsoft will no longer provide any incident support options or security updates. Microsoft is not offering a custom support agreement for these products.
Have you tried getting it online using Firefox or Opera ?
You might be able to download the IE6SP1
setup file and download the needed IE files..