The warning doesn't explain why blocklists are a bad idea, or how putting grub 
in the mbr avoids using blocklists.  But installing GRUB2 into the MBR is 
obviously a bad idea.  The fact that in the install program, the only way to 
avoid it is to click on "Advanced" at some point, is quite scary.  If you don't 
know that you have to do this your MBR will be trashed, as I understand it, 
without warning.

Reasons why putting GRUB2 into the MBR (especially as a default, with no
warning, as in the installation program)

(1) If you already have another boot loader into the MBR, it will be
trashed.

(2) If you ever install another OS which works the same way, your GRUB2
will be trashed.

(3) Point (1) may be OK if GRUB2 can boot every other OS which now
exists or ever will exist.  I can't imagine how anyone could believe
this, but, specifically, update-grub produces a grub.cfg which has
found, but fails to boot, RedHat 9.  This might be fixable if GRUB2 had
documentation present, but (in Ununtu10.04 it doesn't), so it's not.
(By contrast, I can use GRUB as installed by Fedora to chainload to an
Ubuntu partition or to boot Ubuntu direct.  Even so, I have Fedora's
GRUB in it's own partition, because I can't trust that some other OS
which I might install in future - such as Ubuntu - will trash it without
warning, as would be the case if I had it in the MBR).

(4) If you have suffered from (1) and (3), but your other OS was set up
right, ie, it has its own bootloader in its own partition, so you want
to chainload to that partition, from GRUB2, the documentation telling
you how to do it seems to be missing.  Certainly "info grub" seems to
point to a very incomplete set of documentation, in Ubuntu 10.04.

-- 
grub-setup: warn: Attempting to install GRUB to a partition instead of the MBR. 
 This is a BAD idea.
https://bugs.launchpad.net/bugs/445416
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