When I installed RH7.2 and configured GRUB, there was this message that stated that for WinNT(I am running XP with NTFS) not to install on the MBR, and I had to create a boot floppy, so I followed the directions.
I've never heard of Grub refusing to load its boot code to the MBR, for any reason. Did the "message" say "... to not ..." or did it say "... was not ..."?
Boot to your Linux space and look in /boot/grub/menu.lst. Please that file here. Normally you should be able to do a "grub-install hda" which will load boot code to the MBR of the first hard drive. You can also look thru the Grub doc at GNU
for more info.