Lets do some detective work then.
If your claim Grub was setup in Debian then this Grub would have no fgxmenu (like one used by Suse) and so pressing the "c" key can drop you into a Grub prompt.
Fire up this command at Grub prompt and Grub will report amoung which Linux that has menu.lst
The output from Grub should be like
meaning a version of menu.lst has been found in the 2nd partition of the 1st disk (for (hd0,1)).
You do need a menu.lst to host Grub. All the 4 distros you have got use Grub and you should have menu.lst in everyone immediately after their installation. Fedora uses /boot/grub.conf but there could still be /boot/grub/menu.lst which is what the original Grub uses in practice but some distros could have amended Grub to read only /boot/grub.conf.
You could have mixed up yourself using Grub from a Linux other than Debian. It is your God-given right to be able to nominate any of the distros to control the MBR.
You could write your own menu.lst. I wrote mine for 145 systems before I installed any of the OSs. It is in my signature.