You need the kernel, the System map, and the modules.
The kernel is /boot/vmlinuz or /boot/bzImage (possibly followed by the version number, eg /boot/vmlinuz-2.4.29)
The system map is /boot/System.map (same remark applies)
The modules are a whole directory, generally /lib/modules/2.4.29 (if kernel version is 2.4.29)
Copy all those 3 things and respect EXACTLY the filenames-dont try to rename them. For instance if you rename System.map-2.4.29 to System.map, it won't work.
Then edit your lilo.conf file to boot /boot/vmlinuz-2.4.29 (if this is the correct filename)
and you're done.
PS there must be consistency between the filenames