You can't technically "skip" booting into Windows 98, but you can do things to hide the fact that you're booting into Wndows and loading MAMEWAH (from the start menu or making it your shell). There are plenty of threads in here on hiding Windows and booting into MAMEWAH. Do a search.
BTW moderators, one or more of those threads should probably be in the "Single Sticky Post for former sticky threads" post since this question gets asked so often.
-Steve