Tim the intro screen gives you three option with 8.4 does it not.
You can install it in its own folder on the C: drive within your XP or
Vista with wubi. It build its own partitions in the folder leaving the
mother system alone and give a simple win boot option to either system

Or you can install to another partition or another drive by going for
full install and directing the partitioning to the correct
drive/partition at that point of the install.

This will then load the full grub loader.