GRUB install fatal error

[CLomax]

Before I click 'install' I'd like to know where to install GRUB because no matter where I try to install it, I always end up with some fatal GRUB error.

500GB Samsung HDD
Partition 1: NTFS - Vista
Partition 2: Ext3 - Ubuntu
Partition 3: NTFS - XP (Empty)

300GB Western Digital ExtHDD
Partition 1: NTFS

So far I have tried:
(hd0)
(hd0,0)
(hd0,1)
/dev/sda
/dev/sda1
/dev/sda2

Thank you.

[pauper]

http://www.gnu.org/software/grub/manual/grub.html
http://www.troubleshooters.com/linux/grub/grub.htm
http://users.bigpond.net.au/hermanzone/p15.htm