Found the solution:
By default, the installer will put the boot loader into hd0, which is, according to the documentation I found here
, the first BIOS device. Now, previous to installation I had changed my boot device from HDD to CD-ROM, saved to CMOS and restarted my laptop. But I saw that my laptop comes with an extra F12 "choose boot device" at startup, so I decided to put boot priority back to HDD first and CD-ROM second, saved to CMOS, and at next startup choose boot device from F12 list. GRUB boot loader was installed successfully.
Maybe it's because I have "legacy" PC Desktop and Laptop at home, but with these two other devices I have (and which do not have an extra boot source choose at system startup), I can proceed by changing bios boot priority from HDD to CD/DVD, install ubuntu, reboot, and change back boot priority from CD/DVD to HDD.