Usually you're presented with two options when installing a bootloader: to install it to the main boot record (MBR) of the harddisk, which is the first 512 bytes, or to the beginning of a partition. I usually use MBR because that's what it's made for: the space is reserved to a bootloader (BIOS is looking there to find one). In some cases people do want to install bootloader to the beginning of a partition (usually boot partition) in order to spare an existing bootloader which resides in MBR (often Windows bootloader).
sorry but we cannot install lilo you have to restart and then reconfigure your linux again "that's not the same words";
I didn't quite get what you meant by that (except that lilo refuses to install). You can install LILO manually after the setup too; boot from your Slackware cd, mount the filesystem from harddisk and chroot to the mounted root so you're working in the right environment. Then read
for instructions, or even better, read some websites that describe installing it. If you want, you can also install grub
bootloader ("GRand Unified Bootloader"); it's configure file differs a bit from lilo, but in my opinion it's a lot easier to config (for example no need to "reinstall" it by running some program everytime you change configuration, because grub reads the configuration from /boot partition), and you'll get an interactive small shell in case of emergency, which lilo doesn't offer. Anyway, be it grub or lilo, you can install it after the setup too. I nowadays dislike lilo (used it a lot in the past, but long ago) and don't remember it's installation procedure (if it's anything else than just installing the package lilo, configuring it and running 'lilo'); grub installs with the command grub-install <target>
after the package is installed.
After that you can dd the bootloader to a file, copy to Windows and have Windows bootloader load your Linux, if you like.
Read lilo or grub installation instructions, obtain the packages, install packages, configure the bootloader of your choice and install it to your disk.