Windows 95 and 98 had some really horrible installation routines with their driver installations. Even if you have the files already installed on your computer it would ask for them again when installing a new piece of hardware or windows software component.
Many times, when I was doing consulting, I would run into the same situation you are. The way I would fix this, is to use the files that are already existing on your hard drive. If it is asking for a networking file, it is most likely stored in c:\windows\system. So if you do not have the cd, enter that path into the field where it is asking where you can find the files. It will then take the file that already exists and use that one. If it does not find the file in c:\windows\system, try c:\windows, or c:\windows\system32, or c:\windows\inf, or c:\windows\msgs
Trust me this method works