Thanks for the replies. I finally got it to work yesterday by trying things many different ways and scouring the internet for info. I'll post my experience here in the case it might help someone else out trying to do the same thing.
It's very unclear where you're supposed to create a boot disk in the expert installation (I had the same problem in the basic install). The only screen in the installation that I was able to do this in was the Summary step near the end. I was unable to set it at any point before this. The last entry in the Summary has to do with the boot options. Clicking on that opened a window where I could change some settings. Mandrake was automatically trying to install itself to my /dev/hda where my MBR is for Windows. I changed the Boot Device setting to /dev/fd0 for it to boot from a floppy (a very unclear choice for someone not familiar with Linux terms). The first floppy I tried wouldn't work, got an error that said:
FATAL: Filesystem would be destroyed by lilo bootsector: /dev/fd0. My guess is that it didn't like a freshly formatted floppy from Windows. Mandrake didn't give me another chance with another disk, and acted like it had setup just fine. Not so. Couldn't boot into Mandrake at all.
So, the next step was to boot from the Mandrake installation cd again, and choose F1 for options, and to type in Repair to repair the installation. Choosing the Create Boot Record Again option, I used a different floppy (that I had created previously in windows as a Mandrake install boot disk using the Mandrake CD), and it wrote the boot record to the floppy.
I was then able to get into Mandrake by booting with the floppy. Lilo appeared and I chose the first option. Once in Linux, I went from the menu bar to System/Configuration/Configure your Computer, and entered my root password. Chose Boot, then Boot Loader. In here, I was able to change the boot device from /dev/fd0 to /dev/hb6 (where I had set up my Linux root, my partition and disk setup changed from what I had written above).
The next step was to write the boot record to a floppy using the Terminal. Typed:
CODE
dd if=/dev/hdb6 of=/mnt/floppy/bootsect.lnx bs=512 count=1
to do so on a new floppy. Rebooted into windows, copied the bootsect.lnx file from the floppy to my C:\. Edited the boot.ini file (also found in C:\) to include on the last line:
CODE
C:\bootsect.lnx="Linux"
Now, upon rebooting I was faced with Windows own NTLDR with an option for Linux added.

Mission accomplished. This was a long and daunting task, but still much quicker than getting Windows setup with all of it's updates and crap. Maybe one day I'll be able to move all the way over to Linux, but not quite yet. Not too comfortable in there yet.
One problem with this though... Selecting Linux brings me to Lilo first, which I don't quite like. I was hoping for it to boot me straight into Mandrake. If anyone knows how to fix that, I would love to hear it.