[CentOS] Curiosity when installing CentOS 5.1 in addition to W98 & WXP

I got half way through an installation of CentOS on a box that has
Window$ 98 in the first partition and Window$ XP in the second, where
CentOS was designated for partitions 3 (/boot - 128MB) and 4 (/) and
had some strange results.

During the install, I changed the default OS to boot to Window$
(because I rarely use this machine, but others who don't have a clue
use Wxx), but then while the packages were downloading, I left the
machine alone.  When I came back, it had rebooted to the DVD, so I
pulled it out and rebooted again.

It came up in the Windows boot selection screen (W98 or WXP), and
never stopped at grub.

Should I not have set it to go to Windows by default, or is this
something different?

Thanks.

mhr