That is strange...
As far as I know the chain loader chain.b should come with lilo... www.rpmseek.com
also finds the lilo rpms when I search for chain.b.
I'd suggest you do a
find / -name chain.b
to see if you have it installed somewhere other than /boot.
If there is no such file, try to download and install the latest version of lilo.
Whenever I wanted to boot win98 or 2k, I issued those two extra lines to the win section and it worked perfectly fine for me. Sorry, that's all the advice I can give you.