x86 BIOS passes control to the device you have selected on start up. This is typically the first hard drive, but it may be a floppy, CD, other hard drive or media. The Master Boot Record (MBR) is where the control is actually passed. If you want to have a choice of what happens from there, you must put a boot loader into the MBR of the device you will use to boot.

The two widely used boot loaders are lilo. Lilo, the LInux LOader, has been used for years and works well. GRUB, the Grand Unified Bootloader, was written in 1995 and has many advantages over lilo.