This will involve editing the /etc/lilo.conf file and reinstalling LILO. The following should already be present in /etc/lilo.conf:
boot=/dev/hda
The Linux stanza should also be already present:
# Linux stanza
image=/vmlinuz
root=/dev/hdc1
label=Linux
# End Linux stanza
Now add the Windows 95 stanza:
# Windows 95 stanza
other=/dev/hda1
table=/dev/hda
label=Windows95
# End Windows 95 stanza
Now add the Windows NT stanza:
# Windows 95 stanza
other=/dev/hdb1
table=/dev/hda
loader=/boot/any_d.b
label=WindowsNT
# End Windows 95 stanza
Now run LILO again. At this point, if all is well, you should have Windows 95, Windows NT, and Linux as selections from LILO. You should be able to boot to Linux and Windows 95 (which should give you the Windows NT OS loader). To make the Windows NT entry operational, you still need to do some work on the Windows NT side.