lilo is a boot loader and selects the OS to load. Do you mean that you want to login from a GUI prompt and go straight to your window manager/desktop? If so, (I'm assuming you have a gui installed) edit /etc/inittab and change the following line from:
to the following for a Slackware system
or to the following for a Redhat based system (I hope my memory isn't too rusty here)
If you want to keep your text login and automatically start the gui after you login, the following is a little clunky, but it works. Add something like this to the end of your ~/.bash_profile file:
if [ -z "$DISPLAY" ] && [ $(tty) == /dev/tty1 ]; then
echo -n "Start the GUI? (y/n): "
if [ "$ANSWER" == "y" ] || [ "$ANSWER" == "Y" ]; then