GAG is not a replacement for lilo or grub. It is a "switcher"
This cut&paste may help to understand

I better recommend you to use the GAG boot loader http://gag.sourceforge.net/ ,a short description of the process would be:

1.- Use a tool to make the partitions for each OS (Partition Magic $, DiscDrake (from a knoppix for example), etc). Linux can be in the 2 HD.

2.- Then install in a good order de Os's, setting the appropiate partition ACTIVE and installing there, then change the active partition for the next and intall there the other windows. Then install linuxes. But take care of this, INSTALL THE APPROPIATE BOOT LOADERS (NT LOADER, LILO, ETC) IN ITS PARTITION, NO THE MBR. Gag will be installed in MBR.

3.- Install GAG, then you have a "higher" level boot loader that you can use to switch any os by preserving their respective boot loaders (NT loader, lilo, etc). Gag is installed from a diskette, and you save your configuration in the diskette.