It's quite easy.
First, su to root.
Then edit /etc/lilo.conf so that instead of
default = linux
it reads:
default = dos
Put whatever you call your windows image in lilo there for dos (I use dos becaues it's default with most distros).
Then, after that's done, type in lilo at the prompt. Then lilo should display the partition information and a * should be displayed next to the windows image. On reboot, it should work.