The procedure of installing a linux distribution with the help of grub4dos is as belows:
1. edit your boot.ini file in your windows xp system partition, such as c:, by adding some words as " c:/grldr="grub for dos";
2. download a grub4dos for the sourceforge website and extract the file, copy all the file of grub4dos to the root directory of the system directory;
3. copy vmlinuz & initrd.img from the 1st iso to a fat32 partition. such as the root directory of the disk D:;
4. change the menu.lst file by adding words as belows:
5. reboot the computer
6. it will automatically come in the centos installation interface. when the source will be selected, choose the hard drive hda5, and the proper directory.
7. that's ok.
Of course, if there is a linux in your computer, you can run grub rescue and type the "kernel (hd0,4)/vmlinuz" & "initrd (hd0,4)/initrd,img" to obtain the same result. Unfortunately I succeed one and failed one with this method