If it's available in the repos of the distro that you are using, then install it from your package manager.
Note though, for some distros, you may have to install some other packages for a proper installation. You can check the Installing GRUB2 v1.99
chapter in my The Definitive Guide to Theming GRUB2 v1.99
available for download at http://ubuntuone.com/2EslXTLj5s2zzbeYKx17wJ