If you want to dual boot you will have to have a different MBR booting. That is - different from the one on the Windows disk, which will only boot Windows. So you can either get grub to install its MBR on the Windows disk, which will boot to any partition on any disk, or you can boot to a different device, say a floppy or a usb stick. Most people who dual boot are happy with the first option, but there can be good reasons not to erase the Windows MBR.
The grub-install command will install grub's mbr on your Windows disk.
There are ways to back-up and restore the Windows mbr using a linux live-cd and the dd command. Perhaps you could google these methods and be confident that you could restore the Windows mbr in case anything went wrong. You can also use the fixmbr command on your Windows recovery disk (also a live-cd). There is a free version of this utility on the FreeDOS live-cd as well.
I suggest you install grub onto a floppy, or (if you don't have a floppy) onto a usb stick, until you are confident that grub will treat you and your system well. You can read about how to do this in the grub manual-
http://www.gnu.org/software/grub/manual/grub.html