not file or folder named grub in the boot directory see image @ http://home.rochester.rr.com/jameslwrnc
The image I see there is of /etc, not of /boot. I see a broken image at the bottom of the page for a file called boot.jog, but it doesn't show up.
I'd be surprised if you don't have a /boot/grub directory, that's the default FC3 setup. If you're sure it's not there, send all the info Jonathan asked for, those are good suggestions.
Rich