When I install any flavor of Linux I always install LILO to the /root partition of that installation. Then I simply edit LILO in the MBR and add "/dev/hd?" and Label="blah" rerun /sbin/lilo and it shows up nicely in my animated ice skating penguin LILO boot screen. I don't do GRUB but it is the same for any boot manager. So technically I use LILO twice everytime I boot an OS.

BTW- When you install Knoppix and select 'no' to install LILO to MBR it is installed instead to the /root partition.