To avoid problems, if you are going to have a dual-boot system. Install windows first then the distribution of linux you desire. Make sure your distro is properly installed.
I had problems with grub once because my installation got messed up. If that happens simply re-install the distro.
For what the grub.conf file is, I never really played with it myself, but its the settings for the grub. You shouldn't need to modify anything in that file. It should be properly configured during installation. But if you do need to modify it, my best bet would be to look here -> http://www.gnu.org/software/grub/manual/
hope that helps