Hello Roman.
> Someone told me, that if i want to use Linux, the best boot solution
> is grub.
GRUB is more featured than Lilo: it can access a filesystem to
load kernel files, has a powerful command-line interface (with help)
to use if you have troubles at boot time. And it can natively
load Hurd and *Bsd.
> I have to boot WinNT, Win98, DOS and (the best) linux. Is this
> possible with grub?
Definitely. All the documentation is available together with the
source files of GRUB, under the directory docs/. You can access it
using "info" or the Info mode of Emacs; or you can view/print the docs
as postscript.
> How have i to configure the loader?
The simplest way to try it is dumping it to a floppy, like
cat stage1 stage2 > /dev/fd0
and then boot that floppy after reading the docs. Later, you'll want
to create your config file, but that is straightforward.
Hope this helps
/alessandro