Ok, your problems are pretty vague but here's the basic checklist for you. (i run a dual boot setup with WinXP/Mandrake 8.1 as well).
1.) Make sure you set up your BIOS boot up sequence parameters corresponding to the way LILO boots up. Usually this means you need to set the first boot device to your linux hard drive, and second one to your windows xp hard drive.
2.) if you are using two partitions, then use a boot floppy to get into LINUX, and then configure your LILO.conf file located in /etc/lilo.conf...i can help you with this.
3.) After you make any changes to the lilo.conf make sure you type /sbin/lilo at konsole to make sure you didn't skrew it up (you will know if it is skrewed up it will show ERROR all over).
4.) Come back to the forums if you need N E more help.