Right....
Right there is a linux command you can execute to create a bootblock (basically a 512k file that tells the system where to boot from) but because im inept, i can't remember it right now, i'll check up on it later, for now i'd recommend this app
http://www.winimage.com/bootpart.htm
its all documented, and will basically create the file for you from within windows, enabling you to add the required line to your boot.ini from within windows.
Of course once done this will give you a choice of "Windows XP" or "Linux" upon boot (names can be different of course) if you choose Windows it will boot as it normally would, due to it still being the boot loader, and if you choose linux you
should boot into linux as if you'd chosen it from lilo/grub.
I'd recommend creating a block named linux.bb place it in c:\ and add c:\linux.bb="Linux" to boot.ini, but don't get rid of lilo just yet.
Once you reboot choose windows from lilo, then linux from the NT Boot menu, if it all works, then get rid of lilo (this way you have lilo as a fall back)