Seems a bit of confusion in the above comment ("better than running a bootloader"). Both Linux and Windows need their bootloaders - you cannot do without them! The suggestion to boot from CD seem (as far as I can see) simply has the Linux bootloader on the CD instead of the HDD. And who said anything about LILO ?!? Does anyone still use LILO? GRUB is the standard Linux boot loader these days.

The problem touched on here is that a Windows install aggressively replaces anything in the MBR (Master boot record, which is on the first track of the HDD and is NOT the boot sector, which is at the start of each partition) by its own boot loader, which will not allow a redirection to GRUB. OTOH, GRUB does allow a redirection to the Windows loader.

My own arrangement is to have the bootstrap part of GRUB in the boot sector of the /boot Linux partition, the bootstrap part of the Windows loader in the boot sector part of the Windows partition, and the OS-neutral SmartBootManager btmgr.webframe.org in the MBR. On switching on the PC, SmartBootManager presents a menu that offers booting from any of your OS's on HDD, CD, floppy, reboot, or go to BIOS. (In fact you can tell it to try to boot from the boot sector of any partition in your system.) It then chains to GRUB or the Windows loader, as you choose. Naturally I have both menus defaulting to Linux, so I am normally making coffee through this.

Leave a copy of its installation program (the Linux version in my case) on your drive somewhere. I also keep a copy of the installed SmartBootManager on a floppy. Then, if ever a Windows install blows it out of the HDD MBR, you can restore it in half a minute by booting from that floppy which can then chain to GRUB and hence Linux over the head of Windows. This floppy is the equivalent of our friend's CD (it could be on CD as well), but you don't have to use it every time, only for emergencies.