I too have an iMac which I bought last year and now having updated the OS to Lion. And have installed Windows onto the machine for both OS X Snow Leopard and Lion using Boot Camp.
One of the first things that you have to do after successfully installing any version of Windows on your iMac is to insert the installation Disk that came with your iMac. The disk will run and begin a setup which you give permission for. This is important because it does two things.
It installs Boot Camp onto the Windows operating system which then allows you to choose which OS system you want the machine to boot up into. Otherwise every time you switch on the machine it will just keep booting up into windows.
Secondly the process will install all the necessary drivers for your Apple keyboard so that it will function as if you're using it when in OS X and you'll be able to use all of it's functions whilst in Windows. And the install puts all and any additional drivers needed and even for the sound card and display.
When this has been completed you'll have a Boot Camp icon added to the bar at the bottom of your screen. I strongly recommend that before you go off playing with Windows that you double click the Boot Camp icon to open Boot Camp and find the tab that allows you to select the boot up option and select Mac HD.
The next time you switch on the machine hold down the option key / tilde key. Wait until you see two HDs showing up. One for Mac, the other for windows or just leave it and you'll boot into OS X every time.