On my local Linux User Group (LUG) mailinglist, a question was asked on how to make a bootable CD.  They thought they could just copy over the Grub file then set the BIOS to boot from the CD first.  Their subject was "my dumb linux question of the week".

First of all, a good LUG should live by the rule that there are no dumb questions.  

Michael Ward, a member of the mailinglist, had a nice response that I'd like to repost here:

"The files needed to boot a computer have to be located in very specific places
on the media. You can't create a bootable disk/device (floppy, harddisk, cd,
dvd, memory stick, zip, etc.) simply by copying files to it with an ordinary
copy command, or drag-n-drop.

To make bootable disks/devices requires utilities that place the appropriate
files where they need to be (anybody remember the old DOS sys command?). Most
newer CD/DVD burning software will make bootable disks.

How to make a grub boot cd:

http://www.gnu.org/software/grub/manual/html_node/Making-a-GRUB-bootable-CD-ROM.html

Hundreds (thousands?) of bootable disk images are available for downloading.
Try here, for example:

http://www.frozentech.com/content/livecd.php?showonly=&sort=ImageSize"

This is a great response.  It's polite and it answers the question, but does so in a way that requires the reader to roll up there sleeves to learn more on their own. 

You can visit Michael at www.mward.ca where he has a number of computer related articles.