Unfortunately, I wasn't able to try out the suggestions, as my last
installation was with WUBI, which didn't produce the GRUB booting menu.

Afer doing a Google search, I discovered that the grub installer doesn't
like some combinations of mixed serial & parallel drives. Versions
before Hardy Heron gave problems if the Windows boot/installation was on
the serial drive. Hardy Heron gave problems if Windows/boot was on the
parallel drive.

The solution suggested was to disconnect any drives of different type to
the boot/Windows drive, so that all drives are the same type. In my
case this meant disconnecting the serial drive, leaving me with two
parallel drives.

I had previously attempted to do this, by disabling the serial drive in
the CMOS, but leaving it physically connected. Presumably the installer
is able to overule the CMOS settings and still detect the serial drive.

After uninstalling WUBI, deleting all the partitions on the second
parallel HD, and disconnecting the serial drive, Hardy Heron installed
correctly.

AFAIK most computers now use serial drives and the installer appears to
have been changed, to assume that this is always the case :-(