you cant use the m$ boot loader to boot linux, you have to install grub or lilo, which normally the install disk asks you about. try booting from the install disc and checking if theres a "reinstall bootloader" or similar option.
EDIT: ok quick lookup of PCLinuxOS reveals that it is a livecd, which would explain why it didint ask about the boot loader, except that in the 'installation" section they say that it does ask you. looks like you gotta reinstall and read everything carefully
EDIT2: ok further reading says that lilo might have a fit if you already have a boot loader installed. so you gotta boot up with a dos boot disk and go
THEN you reinstall PCLinuxOS
EDIT3: ok my feeble brain finally realised that this was probably what you were asking about in the first place. sorry.