Purchased? Likely a bad move. I suspect that you may have an older version, and something burnt at high speed as well. What version is this? We already know that you have high speed Internet; I'm not clear why you didn't follow the discussion we had yesterday.
A Debian install should offer you the chance to install Grub on the MBR or the Linux partition. If you put it on the mbr it should be able to boot Linux or Windows. But since you've been cautious enough to ask this before doing the install, let me suggest a simple backup that may make life very easy if you decide to remove Linux: you can use the Linux command dd from Knoppix to make a backup of the hard disk mbr. If all you have is ntfs partitions then you'll need some place to write that bacup, it could be a usb flash drive or even a floppy. Once you have the mbr backed up you should be able to install grub and, if you decide to remove it later, just use dd from Knoppix to put the old mbr back where it came from.