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Lilo and Grub are both bootloaders and you need to have a bootloader to boot the system. As for help installing Slackware, the best source is their install docs - http://www.slackware.com/install/.
Most of that documentation doesn't apply any more (well, sections 1-3, anyway). All you should need to do to install is partition with (c)fdisk and then run "setup". The rest should be self-explanatory. errorsunknownp, as hallamigo stated, you'll need to install a bootloader. When you install Slackware, you'll be asked whether you want to install LILO and if you choose not to, you can still boot your installation using CD 1 (or the DVD). If you boot from the CD/DVD, you'll see instructions for doing this. You can install GRUB if you wish, instead of LILO, but you'll need to do it manually, since Slackware's setup program doesn't let you choose between LILO and GRUB.
This is a common error message, so you may want to see the other threads on it here (or other places on the web, of course). Can you boot your installation from the CD/DVD? If so, it'd be good if you could post the contents of /etc/lilo.conf here and perhaps the output from "fdisk -l" (that's a lowercase L, not number one).
1. make the /boot partition bootable( a primary partition )
2. install slackware in /
3. install lilo in /boot, not in mbr
4. if you make two partitions active(i.e. Windows C: and /boot in same HDD), no OS will boot