I know it asks to install lilo to a floppy or the mbr but can I do it to a cd. Do I have to skip installing lilo and put lilo on a cd later. If so how. Thanks.

As far as I know, there is no way to install lilo on a cd. Perhaps you are wanting some kind of rescue disk? If so, just boot off the second cd. Lilo can only be installed in three areas: The Master Boot Record(MBR) of the hard drive, the superblock of a linux partition, or a Floppy.

Make that 4 areas...

is what you are looking for I believe... Burn the resulting iso to disk and your off.

Let me clarify. It seems you are talking about the install process tho. You have to have already booted into Slackware to use that command, as well as having lilo setup (working /etc/lilo.conf). If the lilo section of the install isn't working (it ussually doesn't), and you have no floppy drive, bootup with either Slackware disk. Either one should do. Mount your root partition in a new directory, chroot and then run mkrescue --iso.... Hmmm... You may even have to have lilo on the MBR first but I'm thinking it's not necessary.

I use grub... Sorry. You'll get it one way or another... But the mkrescue command is what you want eventually.