Another thing to try , if still no joy, may be adding
to the lilo definition of you windows disk. Obviously then rerun lilo.
Not tried this though but I have had problems when Windows is not the primary partition. I usually leave Windows on the first partition if setting up a dual boot system and let lilo detect it and write to the the MBR of that disk leaving that as the bootable partition.
This works fine and lets lilo boot to either Windows or Slackware.
Finally if all else fails you could reset the Windows disk as primary bootable and try to boot up to Windows - if needed rescue it with FIXMBR from Windows rescue console (Windows CD). Then boot using Slackware CD1 (the instructions are shown to boot to an already installed Slackware installation) and rerun lilo to make it possible to boot to both Windows and Slackware.
Hope I haven't confused you with all that and none of it is necessary !
BTW setting up mutli boot systems can be a bit tricky till 'it clicks' - usually Windows not playing well with other OS's and insisting on being the 'main' OS.
Oh - and another thing -
make sure anything on your Windows disk is backed up if needs be. Any of these actions could possibly trash your disk and loose all your data. I've managed to wipe my / partition before today !!