The way that I've done this with NT in the past (same as Win2K AFAIK) is to install LILO to the superblock of the Linux partition, then extract the superblock (and hence LILO) to a file using
dd if=/dev/hda3 of=/someDir/bootsect.lnx bs=512 count=1
This extracts the first 512bytes from /dev/hda3 (assuming this is your linux partition where you put LILO). Now get your bootsect.lnx file to c:\ under Windows and edit boot.ini to add a line that looks something like
(if you're doing this from the command line you'll need to remove the system and readonly setting of the file first, and replace them after [use 'attrib']). When you reboot you should see an option to boot 'Linux' - this will read bootsect.lnx, hence hit and execute LILO and you're away.
Just remember that you need to repeat this process everytime you reinstall lilo, which is something you'll do everytime you rebuild your kernel!
Have a read of http://www.linuxdoc.org/HOWTO/mini/Linux+NT-Loader.html
for more details. I think there's another way to do it too...