But on-topic: Mageia is using Legacy Grub (0.97) by default, so there is no lilo.conf. If you want lilo, you have to install it or at least switch to it in Mageia Control Center under Boot -> Set up boot system -> Bootloader to use -> select "Lilo with text menu".
Yes I am using lilo. I switched to it at install time as I always do so I figured there had to be an /etc/lilo.conf but not so. The system certainly boots via lilo because the letters LIL come up momentarily at the start of the boot sequence.
However on any subsequent installs I shall stay with grub since the general opinion is that it is superior.