The reason you boot straight into XP is that you installed it after your Linux distributions or you refreshed the master boot record (MBR) on the drive after the Linux install from the XP system.
One big question is why you want to use LILO. Whenever someone wants to go retro, that usually means that they have some specific requirement in mind and, without knowing that requirement, any recommendations are highly risky.
While you can put the /boot structure GRUB uses for configuration and later stage boot code on its own partition, there is usually no need for this these days.
Since you have a system with GRUB, that is probably the easiest way to go. Boot a Linux system off CD or USB and then re-initialize the GRUB that is there - see Drive upgrade: Ubuntu and Windows 7 dual boot main drive
for examples. A Grub re-initialization (command: grub-install --root-directory=/mnt/newroot /dev/sdx) will update the MBR with GRUB code that will look in the /mnt/newroot location for additional code and configuration on drive sdx (these variables need to be substituted appropriately when re-initializing). The GRUB configuration will also be updated to find any bootable systems on your drive so that they will show in the boot menu.
Another thread like this suggested http://members.iinet.net.au/~herman546/p6.html
as a help and that page does look like a good place to start to understand the boot process.