Hold down the opt key, then select the Lion boot volume. Once booted, go to System Preferences > Startup Disk and select the Lion volume as the default.
To eject a disc on startup, hold down the trackpad/mouse button until it ejects.
Restart and hold the option key down during restart. Then select the OS X partition. When boot completes, then go into system preferences on the mac and select start up disk and select the OS X partition.
What do you mean by "installed Windows" If you installed it on a bootcamp partition then as others pointed out you need to change the boot volume to OSX. If you did a complete clean install with a disk format than you may need to reinstall OSX, create a Bootcamp partition and reinstall Windows.