Are you dual booting? If you did, did you install Another OS after Linux? Are you sure it didn't give you an option? Did you create the boot disk from a menu during the install? If you did, that is where your suppose to tell it to install LILO to the MBR. Anyways, if you need help to install LILO after installation, try
http://www.linuxdoc.org for info and documentation in the HowTo's.
Or you could try this if LILO resides in your root partition or if you installed a OS like Windows after you installed Linux. Check it first, see if you have the lilo.conf in either /etc or check your /sbin/lilo
If you do...try this:
# mkdir mount
create a mount point, this is where the root partition of your lost Linux install will be mounted
# mount /dev/hda6 mount
mount your root filesystem under mount, if your /boot is a separate partition, then mount that under "mount/boot"
# mount /dev/hda1 mount/boot <~~~this is assuming your root is hda1, might be different under your configuration, you can check your partitions in the fstab file.
the boot partition has been mounted under "mount/boot"
# chroot mount
Now run a shell with your root directory as "mount", this references your root dir by /, so now when you say "cd /boot", your actually changing into "mount/boot"
# /sbin/lilo
run the lilo like above, this should install LILO to the MBR, at the next boot, the LILO prompt should be back.
Hopefully this helps, anything that might be wrong above, please correct me anybody.
Drew