During installation choose liloconifg 'expert' mode and:
start a new header
add a lilo partition
add any other partitions
install lilo

The lilo.conf file is likely "vanishing" because you are booting into a different root filesystem (ie /) than where Slackware is installed. Generally, when you use a bootdisk, rescue disk, installation CDROM or other media not specifically customized for your system it will load it's own root filesystem, which is usually running in RAM. RAM is volatile, meaning when you reboot any changes you made, any files you added, and etc to that root filesystem are no more. In short you need to manually mount Slackware's filesystem and then "chroot" into it before you can edit /etc/lilo.conf and run lilo.

yeah gr8 help u ppl im outta the problem now thanks all