I installed the same distro a few months back. Very easy install; created floppy as instructed and just booted it from floppy and was able to re-partition the windows partition as part of the install - didn't have a proper partition tool in my distribution. Grub is part of the install and that gets put on it, then you can edit it so that your preferred OS boots etc.

Oh yeah forgot to mention that I had difficulty originally when Win2K was using NTFS, so reinstalled to FAT and Mandrake was able to work with that. I used the cut down version of Partition Magic rather that Drake Duck to resize Windows partition.