Fedora 4 on USB hard disk, GRUB PROBLEM;

[Mirco Scara]

Hello there all.
Here I am with another silly question that's buggin me.
I am planning today to install fedora core 4 on my usb external hard 
disk alongside Windows Xp.
I have already tried this process but with partially successfull results 
as FEDORA 4/anaconda recognized properly the usb hard disk and offered 
to install on such hard disk.
What puzzled me was the GRUB configuration.
As I have always installed fedora on  a secondary internal hard disk, I 
chose to install GRUB on the MBR.
The installation completed succesuflly but  at reboot NO GRUB therefore 
no Fedora.
QUESTION?
WHAT SETTINGS SHOULD I SELECT IN ORDER TO BE ABLE TO HAVE GRUB INSTALLED 
PROPERLY AND THEREFORE OBTAIN THE SELECTION OF OPERTING SYSTEMS AT BOOT?

THANK YOU.

MIRCO