Ah, I see. I was under the impression that Linux had been the only OS, and that therefore you'd be installing something else which would overwrite grub.
So yes, you are correct - you probably would still get that menu. However, it can be fixed!. Boot from the XP (which I assume is the version of Windows that you're using) CD into the recovery console, and type "fixmbr" when you get there. That will restore Windows as your bootloader.
You used to be able to do this with a nice little DOS bootdisk, but sadly that's not really meant for use with 2K or XP systems.