Okay, first off it has been way to long since I last fiddled with linux. Now I have a spare pc that I can hose to my hearts content!

I have Win98 on my first hd. Just because. On my second hd I have setup many partitions to play with several distributions of linux. I have successfully installed Slackware 10.2 onto hdb6. When installing I opted to not install lilo. I knew it would be easy to install grub later .

Searching these forums I found a to do list and printed it out:
(as root.)

1. locate stage1 and stage2 etc.
I found these at: /root/usr/grub/i386-pc/

2. I then created a grub folder in /boot and copied all the filed found in step 1 to this location.

3. I found grub-install at: /root/usr/sbin and tried to run it. I get an error: command not found!

What have I done incorrectly?

/root/usr/sbin? that sounds like a weird place for it. seems like it should be in someplace like /sbin, /usr/sbin, etc. i've never heard of a /root/usr/ or /root/usr/sbin directory as a standard thing, but maybe. (?) you said you "found" it there -- how did you find it? with locate, whereis, ls, etc.? if it really is there, did you try running the command with the full path, or by just typing grub-install? how did you install grub?

I used locate to find it. First off I tried to install onto a floppy first by cd to the directory and typing all kinds of variations I found here by searching including:
fdformat /dev/fd0
mount -t ext2 /dev/fdo /mnt/floppy
cd to: /root/usr/sbin
grub-install --root-directory=/mnt/floppy '(fd0)' <error command not found>

I am not sure about Slackware, but in redhat you would do install the rpm of grub, then you would have the command grub-install available.
So what I mean to say is find the grub tar, install it and then you will have the grub-install command available, now you will be able to change your lilo.
the root here probably means a persons root directory which is "/" and not "/root", sr_25 misunderstood it I guess.

Okay, I guess I don't understand why grub-install is not available to me now. I have downloaded several versions of grub from www.LinuxPackages.net and I still get command not found errors!

Okay, I have grub working now. But I still have a question. When I tried the grub-install command I first cd'd to the directory and then just typed grub-install... How I made it work was to type the full path: /root/usr/sbin/grub-install.

Now for my question does this mean linux doesn't look in the current dir. when running commands, because this is the only thing I did different?

It looks in the path variable (in ~/.bashrc or /etc/profile) only, unless you specify to look in the current directory (./program).