Strange. I can't see any reason that the GUI installer or the text-mode installer would make a difference to Grub.
In fact, through all the beta and RC copies, right up to the release, I've installed (using either the GUI or the text-mode install), skipped Lilo and manually added Vector to the Grub menu.lst. I've only got one install of Grub, which was installed to the root of a small partition that I use as /boot for Zenwalk. I use the Vista bootloader as the primary boot loader, with EasyBCD to allow me to select Linux or Windows (though Windows usually only gets used to update virus signatures and download security patches....).
I would be interested to see the partition layout and the entry for Vector in menu.lst. I suspect that the problem must be there somewhere....