For what I know windows needs to be first, so maybe the problem is that you have it as a slave on /dev/hdb1.
I have problems my self doing this same think.
My solution is to install windows in the begining of the first hard drive (the way it likes it to be) then install linux and lilo on the mbr.
Another option might be to tell the bios to boot from your second hdd if the option is there.
Check this out if you haven't it might help: