First off, all that error message means is that there is no such folder /mnt/cdrom, so first do mkdir /mnt/cdrom
as far as an automatic grub, just install linux <after> windows, almost all popular distros automatically set up grub for dual booting, I don't know for sure but I believe doing grub-update or update-grub once it's installed will do that for you
as far as fixing this issue, google is your friend, it took me literally 10 seconds to find this
so all you need is an ubuntu live cd and it will do it all automatically.
also, as much as the community tries to be helpful, people who act like they're speaking with paid tech support i.e. "My time is too precious to use a search engine and find the answer myself." tend to not get a lot of help.