sorry, but lilies only grow from the bulb - can't be propagated from the stem.

There was an old method of propagating Madonna lilies by yanking the stem free of the bulb and then burying it horizontally in a shallow trench with just a part of the leaves visible - stimulating the dormant buds into producing small bulbs. It might be worth trying this, if only as an experiment, but don't expect too much in the way of results.

If you haven't thrown it out yet -- give kayman's technique a try. It can be done, though not the easiest thing to do.