[CentOS] Building a Dual Boot System Question

Hello Members,

When I installed Ubuntu Linux on a machine with XP on it, I ran across this
warning from a google search:

"Install GRUB on the first sector of the /boot partition. DO NOT INSTALL IT
ON THE MBR!."

Is this true for CentOS 4.1 as well? If so, what is the procedure for
building a dual boot CentOS/XP system?

Note: XP is already installed on the SATA drive.

TIA,
David