Hello, I have decided to install GRUB instead of LILO. I installed by running GRUB, and that took me to grub shell where I could type:

grub> root (hd0,4)

grub> setup (hd0)

grub> quit

Then I setup my grub.conf in /boot/grub/

default 0
timeout 15

title=Linux (2.4.22)
root (hd0,4)
kernel (hd0,4)/boot/vmlinuz root=/dev/hda5 vga=791

title=Windows 2000
root (hd0,0)
chainloader +1

The problem I have is that everytime I start my machine it starts in the grub shell and I have to type

grub> configfile (hd0,4)/boot/grub/grub.conf

to get the grub menu to come up and let me choose. Did I miss something or do something wrong? Why doesnt the menu automatically show up at boot? Thanks.

Ya, you forgot the splash image.
Look in the /boot/grub for yours as it may be a little different than this example.

boot=/dev/hda
default=0
timeout=15
splashimage=(hd1,1)/boot/grub/splash.xpm.gz

title Windows 2000
rootnoverify (hd0,0)
chainloader +1

title Peanut Linux
root (hd0,1)
kernel /boot/vmlinuz ro root=/dev/hda2

I've seen versions of grub that look for /boot/grub/grub.conf and others that look for /boot/grub/menu.lst. Try making a symbolic link of menu.lst to grub.conf.

Thanks hazza, making a symlink of grub.conf to menu.lst did the trick.