Frankly, I'm baffled too. The only thing I can think of is that somehow the first 512 bytes of the partition are mangled. But then, Slackware shouldn't boot at all (not even from CD). The other thing that I can think of is that something's messed up with your Hard Disk Geometry. Maybe Linux and Windows see the partition boundaries differently. When you do a fdisk -l, does it say "partition does not end on cylinder boundary" or something similar, if it does, you might have to repartition. If you do repartition, I recommend setting up Windows 2000 first, and using the Management Console to partition according to your requirements. Then install Linux and go through the steps again. BTW, the instructions on the Slackware site are wrong. It should be dd if=/dev/hda5 of=/tmp/boot.lnx bs=512 count=1. You want one copy of the first 512 bytes of hda5, not 512 copies of the first byte.
Cheers,
cgkanchi