You can do one of 2 things:
a) visit the Debian packages repository
, locate the grub package for your architecture and install grub from that, or
b) get to source and d/l from http://www.gnu.org/software/grub/
Install as per their instructions
However, during the install process, you should have gotten the question on where to install grub. Apparently you haven't. Would it be a good idea to exchange the cdrom device for a more modern design that facilitates a direct install from cdrom? You'd only need it for installation, after that you can replace it with it's current device.