On my computer, I select booting from the CD at during the POST at start-up.

As the computer is doing the Power On Self Test, I have the option of
either going into the setup to made the CD first choice (which is what
I did), or pressing a function key to select the boot sequence.

As I have a native distrust of dual boot setups, I have not used GRUB.
Which is not to say anything bad about GRUB. I just found it easier
to get hard drive racks for my computer and use my older drives as
test units for new operating systems or ideas.