Werewolf, I just installed a 2496 card, so I think I can assist you here.
First, the drivers (regardless of whether is download or CD) don't include a setup or install file. All they require is that you tell Windows, when it asks, where they are.
I downloaded the newest drivers from the M-Audio, the same site listed earlier, and found they were exactly the same version as my driver CD, labeled "version 060602".
To install, you can either:
(1) remove the sound card icon from Control Panel/system/Device manager and then reboot, or..
(2) Go into Control Panel/System/Device Manager, select the card, right click to get Properties, and then select "Refresh drivers"
Either of these should prompt Windows to ask you for the drivers, and you want to point it to (I'm assuming your CD drive is D : ) -
D:\Delta Series\Win98
It should then find the info it needs to properly install the drivers. You will then want to reboot the system.
Let me know if that doesn't work....