If you want step by step instructions, this is what i would do:
1. Install the os you want on HD2 on HD2 first, and choose to install boot loader to HD2 (installing the boot loader is not necessary, but can be convenient).
2. Install the os you want on HD1 on HD1, and install the boot loader to HD1. (that is (hd0) in grub language).
3. Boot your computer. It should boot automatically to your OS on HD1. If it doesn't you need to change this in BIOS.
4. Once in OS in HD1, edit your /boot/grub/menu.lst and add a menu entry for your OS on HD2. If you don't know how to do this, you can just google it or get back to me and I can tell you what to add.
Note that it is not necessary with two different hard drives in order to have a dual boot. Two partitions on the same hard drive works equally well.