1) edit /etc/lilo.conf file. under Start LILO global section set the default value to your Windows section label. If you see the example, it has two possible OSes that you can load. each OS section has their label. indicate under the global section default area which is the default os to load.
Ex:
# LILO configuration file
#
# Start LILO global section
boot = /dev/hda
#boot = /dev/fd0
#compact # faster, but won't work on all systems.
delay = 35
vga = normal # force sane state
ramdisk = 0 # paranoia setting
lock
prompt
timeout = 600
message=/etc/lilo.message
default = Win95
append = "hd=1240,64,63"
# End LILO global section
# Linux bootable partition config begins
image = /vmlinuz
root = /dev/hda8 label = Linux
read-only # Non-UMSDOS filesystems should be mounted read-only for checking
# Linux bootable partition config ends
# Windoze 9x bootable partition config begins
other = /dev/hda2
label = Win95
alias = Win9x
table = /dev/hda
change # Begin the partition modification section.
partition = /dev/hda1
deactivate # Deactivate and hide the DOS partition.
set = DOS16_big_hidden
partition = /dev/hda2
activate # Activate the partition Win 95 is being booted
set = DOS16_big_normal # from and make sure it is not hidden.
partition = /dev/hda3
deactivate # Deactivate OS/2's partition. Don't bother
# to hide it because Win 95 can't see an HPFS
# formatted partition.
partition = /dev/hdb1
deactivate # Deactivate and unhide the FAT partition on
set = DOS16_big_normal # the second disk. If it contains an HPFS
# disk, LILO will not change its ID code.
# Windoze 9x bootable partition config ends
2) you can add in your .profile the command to start Xwindows (startx)
hope this helps.