GRUB won't install
More likely than a bad CD disk is a setting in the BIOS that prevents the computer from altering the boot partition of the hard drive. When turning on the computer look for a prompt that says something like press F2 for BIOS (the message varies but prompts for F1, F2, DEL, CTRL-ESC or some similar option) Somewhere within the BIOS you should see a question that indicates preventing writes to HD track 0 is enabled. This must be disabled for GRUB to install correctly. After successful Linux install and testing, re-enable this setting to prevent any virus programs altering track 0 on the hard disk. This will prevent accidental overwrites of the first phase of GRUB boot and also make it impossible to successfully install any OS although it will not interfere with loading and running an OS once it is installed.
GRUB can dual-boot multiple operating systems and will automatically setup appropriate settings if you already have one system working. Reconfigure of GRUB after installation should be possible without altering the BIOS since most of the work goes into a /boot/grub configuration file and is not stored on track 0.
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