Problems installing Lenny's Grub boot loader to a partition

[Rodolfo Medina <rodolfo.medina@gmail.com>]

On my PC I have many different partitions.  With Etch, I've never had problems
installing the Grub boot loader to a partition at my pleasure and not to the
master boot record.

Today I installed Lenny for the first time, from a DVD set bought from an
official Debian vendor, and: if I install the Grub boot loader to the mbr,
everything seems all right; instead, if I install the Grub boot loader to a
partition, then I can't boot into the system and get an

 Error 2: Bad file or directory type

Did anyone experience the same problem, why does it occur and how to solve it?

Thanks for any help
Rodolfo