In the reverse scenario (you have a working Linux box and
are forced by some power to install Windows 95™), Windows 95™ WILL overwrite
your MBR, and thus crush LILO. You have two options: use loadlin.exe to
load your kernel, and use that to run Linux, or boot Linux using a floppy
and/or loadlin, then re-install LILO.
Best of luck with your new system!