There are just so many different ways of doing this...

You can for instance use a bootfloppy disk to boot your Linux instead of using a boot loader in the MBR with linux item.
Or you can boot into your linux using the NT loader (you need to place the lilo in the 1 first sector of your boot partition (eg: the superblock) and not in the MBR to do that, placing lilo in the MBR will overwrite your NT loader)
Or you can boot into your Win98 / NT / DOS using a linuxloader like LILO
Or you can use a third party boot loader...

you see, many ways to accomplish the same...