I don't know much on this stuff yet myself, but after having played around a bit with GRUB while trying to get an Arch installation to work, my `senses' are telling me that GRUB should be installable on any partition of your HDD, as long as it is formatted at all.
Although on a second thought, i actually have no real idea where it would keep all of its files, which are normally kept in /boot/grub in the Unix directory hierarchy. So my senses might be lying. =P
Anyway, i'll just re-direct you to GNU's official GRUB manual: gnu.org/software/grub/manual/grub.html
It includes a section on creating a GRUB boot floppy. And after that it should be easy.
Oh and, actually you don't really need a LIVE CD i think. Your distro installation CD should work just as well.
But i don't exactly know how.
This is how i once had to do it in my very first Linux days (less than a year ago):
1) Insert the CD and boot from it.
2) When you come to some kind of greeting screen or whatever (after booting is done) you should be able to access a command-line-interface (aka CLI) by pressing Ctrl+Alt+F1.
3) In the CLI, you have to enter the command `grub', and it will take you to the GRUB CLI.
4) There you have to `change' your `root' to where-ever your Linux is installed.
4.1) If you don't know already how GRUB sees your HDDs and their partitions, just type root ( and press TAB. You'll see the available HDDs. Let's say you chose root (hd0,. Press TAB again to see the partitions of that HDD. Then choose the correct one of those as well. For example you might now have root (hd0,0) which is the first partition of the first HDD. Or if you have two HDDs in your PC and the Linux is on a second partition of a USB stick, it might be root (hd2,1). (Remember they start with 0. So the 2 means the 3rd drive (the first two being the HDDs) and the 1 means second partition.)
5) Now after having entered the correct root, you have to enter setup (hd0). I think that hd0 there always has to be hd0, as it is now relative to the root you entered or something.
I hope that any of what i wrote will help.
And let me warn you: I take no responsibilities if you screw up anything, even if it's my fault! =P
Last edited by TaylanUB; 09-22-2009 at 03:10 AM.