Actually I think there is a mkbootdisk as well, but I tend to use the mkrescue --iso and burn a CD as I don't have a floppy... if you do have a reliable floppy there is also the option of
lilo -b /dev/fd0
to back a lilo floppy, but I've just found the mkrescue --iso more reliable as the floppies often fail on me...
And the previous poster is correct. You don't have to remove lilo, windows does that quite well