Do a google search for GRUB to find out where it is. Once you get it, read the documentation to install it. If the documentation is too hard to understand, there are plenty of good howtos out there to help you along.
I've tried GRUB, and switched back to LILO pretty quick after booting to an error one day. I had to use the install disk to kick start my computer. LILO can be a little harsh, but once you get used to it, it's pretty reliable.
And no, to my knowledge, you can't install GRUB using XP.
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