Once in Linux start your favourite text editor and open /etc/lilo.conf
Just write this somewhere before the 'images' entries:
default windows
NOTE: change 'windows' for exactly the same name used as label in the image entry for your Win. I sould look like this:
image=/dev/hda1
label=windows
After editing save and make sure you run 'lilo' in a console or xterm. Watch for syntax errors and if none is reported everything should be fine and you can safely reboot and Win will be from now on your default booting OS.