it goes in order of whats listed in /etc/lilo.conf unless told otherwise. This means simply moving the entry for windows above the one for linux would make it boot first. Make sure you grab the whole entry, it should look something like this:
# Windows bootable partition config begins
other = /dev/hda1
label = Windows
table = /dev/hda
# Windows bootable partition config ends
another thing you might do is change this line:
"timeout = 50"
towards the top of /etc/lilo.conf. that "50" is equivalent to about 5 seconds, you can easily make it as long as you like.
This explains some of what i mentioend in more detail: