Are you giving /dev/sdX as something like /dev/sda which will
represent the whole hard disk and hence will install grub in the MBR
or something like /dev/sda1 which means the grub will be installed to
the partition specified. The former will make sure that grub is loaded
when you boot. For the latter to work, you must chainload the grub
installed to the partition from the one installed to MBR.