Ok, let's say a company like Redhat starts a new release. They might go to the grub site and download what ever grub is current. Then they start to work on a release making sure that every thing works together, testing the release on different platforms that they want to support and evntually they release. Well after they started work on the release, maybe the grub folks issue a release of grub. Redhat may not start over again. Redhat may decide that the grub they downloaded a week ago is still good enough. Meanwhile Debian decide to start a new release so they grab that somewhat later version of grub. Now Debian and Redhat have different version of grub. So what? They are both happy with the version they have. Now grub releases a even newer version of grub with improved IA-64 support. Well, Debian supports IA-64, they may want that newer release. Redhat does not support IA-64 so they don't care about improved IA-64 support. So Debian may choose to upgrade Grub while Redhat decides to pass on that version.

Even if all distros downloaded that same version of grub within a few minutes of each other it is possible that they might need to tweak the code a little. Redhat is partners with Dell and sees Dell's new hardware before the general public. If grub did not work on some new disk that Dell was about to release Redhat can't wait. They must fix grub immediately to protect the partnership.

Finally Grub is themed. When I interrupt the boot sequence and see the Grub screen I am looking at the RedHat logo. Debian does not want display that logo. They have their own logo.

This is not unique to grub. KDE, Gnome, CUPS, sendmail, and dozens of other packages are in the boat. And all of this software changes with different releases of a distro (which is the point of a release). We have nothing but Redhat where I work, but we have a lot of different releases. Even between two systems with, say Redhat 5.1 installed, one might have more rpm updates than the other. If Redhat put out a change to grub for 5.1, we might actually have two different grubs on two different Redhat 5.1 systems.

Most (I am tempted to say "all") Linux distros have picked Grub to be the bootloader of choice. They have very complete Grub support. Grub completely handles the Linux boot process. If I want to boot up into single user mode or disable some kernel feature I can interrupt grub, edit the configuration file and continue booting. I might want to disable a kernel feature permanently so I would need to edit the Grub configuration file. None of this is possible with Windows. All Grub can do is transfer control to partition that contains Windows. It can't pass parameters and modify the way that Windows boots up. Microsoft is unlikely to embrace Grub the way that Linux has. Linux could decide to give Grub the cold shoulder too and find some other way to configure the boot process, but that is also unlikey. Both OS's are likely to go down different paths.

I don't know what to tell you about your PC. I don't know what you are currently using to boot. In general, yes I think it's always possible to install Grub as an after thought. But any error on your part is likely to result in an unbootable system. I don't recommend that you try unless you don't mind rebuilding the system from scratch. Most people have old systems laying around... trying something like this on a test system is a good way to learn. I would not try this on my primary workstation though.