I'm not sure I understand your question correctly, but most system messages are written to the /var/log directory (eg /var/log/boot.msg and /var/log/messages)
I don't think you want to create files in the /boot directory, particularly if you have partitioned your system so that /boot is a separate partition. (Making /boot a separate partition is useful for security purposes)
If you are simply trying to add another option to your boot menu, then keep in mind that you need to rerun the lilo program after you make any edits to the lilo.conf file. Specifically, as root, run
after you save your changes. HTH -- J.W.