Check in which partition u've installed Windows
specify that on lilo.conf
and run /sbin/lilo and reboot.

Sample file is here...

boot=/dev/hda
map=/boot/map
install=/boot/boot.b
default=linux
keytable=/boot/us.klt
lba32
prompt
nowarn
timeout=100
message=/boot/message
menu-scheme=wb:bw:wb:bw
ignore-table
image=/boot/vmlinuz
label=linux
root=/dev/hda5
initrd=/boot/initrd.img
append="devfs=mount quiet"
vga=788
read-only
other=/dev/hda1
label=windows
table=/dev/hda
other=/dev/fd0
label=floppy
unsafe
U can check ur partition table using fdisk.
/sbin/fdisk /dev/hda