If you are worried about losing the Windows MBR, install grub on the partition containing /boot (must be primary). You will then need to boot with rescue and use fdisk to set that partition active. This is how I configure my dual-boot machine, and it works great. The MBR stays intact, so all I need to do to turn the machine back into "pure" Windows (for service calls) is to make the /boot partition inactive.
Even simpler, you could use bootpart (http://www.winimage.com/bootpart.htm) to add an entry to the XP/NT4/Win2K boot menu (c:\boot.ini) to chain-load grub from the first sector of the /boot partition and then you don't have to fiddle with fdisk at all. The Red Hat / Fedora installers all offer the option of installing the boot loader on the first sector of the root (not boot) partition, so this is vey easy to set up. Using this method, you don't even need grub to be installed on a primary partition.
Paul.
