[!!] Install the GRUB boot loader on a hard disk

[Mariano Jara Melagrani/g]

Hi folks,

I'm trying to install Ubuntu 11.04 on an old box (Celeron with 256 Mb
RAM and a 40 Gb HD). So I've downloaded the iso image using a bitTorent
client, checked the md5 hash and burnt it to a cd-rom. Then inserted the
installation media, booted from it and the installation process began.

It all went well (apparently), until towards the end the following
message appeared on the screen:

"[!!] Install the GRUB boot loader on a hard disk.

Please insert the disc labeled: 'Ubuntu _Natty Narwhal_ - Release i386
(20110426)'
in the drive '/media/cdrom/' and press enter

media change"

The same thing happened last week when I tried to install Xubuntu on the
same PC, I thought maybe was a bad burnt; so I now decided to try Ubuntu
but I got the same issue and I don't know how to proceed from here.

Google turned nothing useful when I've searched for "[!!] Install the
GRUB boot loader on a hard disk".

First hit is a tutorial on how to install GRUB, but I'm not sure if
installing GRUB is what I should do to fix the issue, I thought GRUB
install automatically when installing the system. Second hit is an
unresolved post on Ubuntu Forums from 2006
(http://ubuntuforums.org/showthread.php?t=113237).

I've also read some Ubuntu Help documentation but couldn't find any
useful pages.

Should I remove the installation media and try to install GRUB? If so,
how should I proceed? Never installed GRUB before.

TIA,

Mariano