You must not have told the Slackware installation wizard to install Lilo to the Master Boot Record.
If you don't want to reinstall and tell slackware to install to the mbr, pop in a LiveCD and chroot into the slackware installation(The slackware install cd, can do this with the "root=/dev/hdaX"). Edit /etc/lilo.conf and edit it so that it has something like
However, your device will most definitely be different, as I am using a SATA disk. Basically, take your root partition and nock off the number at the end and that is your mbr device.