Most distributions of Linux with Grub give you several options with the bootloader. The default is usually to install to the mbr, and you usually have the option to install to the partition on which you installed Linux or not install Grub at all. The first thing you would need to do is tell us which option you selected. If you don't have any files in your /boot/grub directory, you will need to reinstall Grub. Is Mageia the only operating system? If not, post partition information.
Error 17 indicates Grub cannot mount the selected partition which is usually because the entry is pointing to a swap, Extended or windows partition with an incorrect entry.