Here's my /etc/lilo.conf file. The part in bold is what you need to add to get the graphical LILO menu.

vga=791
lba32
boot=/dev/hda
root=/dev/hda3

bitmap=/usr/share/lilo/contrib/sid.bmp
bmp-colors=1,,0,2,,0
bmp-table=120p,173p,1,15,17
bmp-timer=254p,432p,1,0,0
install=/boot/boot-bmp.b

Make sure to comment the following line becasue you cannot have the 'install=' line twice

#install=/boot/boot-menu.b

map=/boot/map
delay=20
prompt
timeout=150
append="hdb=scsi hdc=ide-scsi apm=power-off nomce"
default=Debian
image=/boot/vmlinuz-2.4.21
label=Debian
initrd=/boot/initrd.gz
read-only

Of course don't forget to do /sbin/lilo after you edit this file.