Thanks 流言蜚語
Actually I did install GRUB under /boot, only it was not within the 1st 1024 (should be) cylinder of the disk. As you said, I copied the linux boot sector and added it in windows boot.ini using the "dd" command. The computer indeed booted up with the selection manu in boot.ini, but when I choose "Linux", the screen then should the word "GRUB", then nothing would happen. I think perhaps I need to install the linux bootloader within the 1st 1024 cylinder of the disk. Just feel pretty upset, because the 1st time when I installed this computer with the same dual boot, everything (except a couple of device drivers) worked great.
Thanks again!