It depends on which partition you want to install the grub, and you must have the mount point.
From your post I guess you want to install grub at hard disk /dev/sda, but you may also specify the directory where you want to write the files for grub.
Let us say, you want to write the grub files at /dev/sda1, then you can first mount it
Code:
# mkdir /mnt/test
# mount /dev/sda1 /mnt/test
And then install grub by
Code:
# grub-install --root-directory=/mnt/test /dev/sda