I find that it's easier to install Windows first, just because it b0rks your MBR, and at least then you have one working install to fall back on if, say, you need internet access to look something up. I wouldn't trust Windows not to go "Hey look, another HD. It looks empty to me, since I can't read reiserfs or ext3, and anything without a FAT32 or NTFS parition is certainly 'empty'! *format Linux to death*"

In grub, hda is hd0. hda1 is (hd0,0), hda2 is (hd0,1), etc. hdb is (hd1), hdb1 is (hd1, 0), etc. I'm not sure if they could've made it any MORE confusing. Even better, since generally people have /boot as its own partition, say at (hd1,0), to reference a file like /boot/bzImage in your grub.conf, it's actually (hd1,0)/bzImage, NOT (hd1,0)/boot/bzImage, because /boot isn't even mounted yet when the boot loader is running, and calling it by the name /boot makes no sense. So many people make that mistake that Gentoo actually creates a symlink in /boot called /boot/boot, which points to ".", That is, /boot/boot = /boot, /boot/boot/boot = /boot, /boot/boot/boot/boot = /boot...