I have a system with the primary drive as XP. The 2nd with Fedora has died and has been removed. GRUB still appears in the boot sequence, and of course fails.

I have another blank drive that I can add to the system. I want to install CentOS on it, but I want to preserve the Windows drive.

The final goal would be to boot windows by default and CentOS by selection.

How do I do that?

Did you like to install GRUB on the windows drive again or not ?
In that case you can change in the menu.lst the default OS.
Second you can restore windows boot manager and use boot.ini to boot windows or centos.
Third if it is possible to change the boot priority in the BIOS write GRUB on the second drive restore windows boot manager and choice in the BIOS with OS should boot.
So it is up to you what you like to do

1) I haven't touched the Windows drive, and the new drive is blank. Note that this system no longer boots at all. The last message in the boot process is "GRUB Read Error" (or very close to that) the computer stops at that point. The boot sequence is floppy, DVD-ROM and then IDE 0 - the primary drive.

2) So I cannot get the menu.lst file.

3) How would I restore the Windows boot manager? I have an original Windows XP CD. Note that CentOS is not yet installed. The question is: when to install it?

4) The boot order is changeable. How do I write GRUB on the 2nd drive.

Windows has a rescue mode too.
In the rescue mode type the command fixMBR and after wards fixboot.
There are many threads about how to restore Windows boot loader also on this forum .
So if I am not clear enough search for it.
It does not matter when you install Centos just be sure if you do not like to install GRUB in MBR of sda choice sdb instead.
Some where in the install process Centos will give you the option where to install GRUB.
But I can't remember where it is rather long time ago that I install CENTOs ,mine runs on SDB and GRUB is on sdb
But you can also install GRUB Of Centos on sda again and if windows is not detected by CEntos modify Centos menu.lst

That all makes sense now. Thanks very much.