GRUB4DOS is an universal boot loader based on GNU GRUB, it's the DOS extension of GRUB.
It enables dos users to run the configuration console directly in real mode.
It can boot off DOS/LINUX, or via Windows boot manager/syslinux/lilo, or from MBR/CD.
It also has builtin BIOS disk emulation, ATAPI CDROM driver, etc.
It's much more powerful than Linux Grub and you should read its tutorial here to learn about all its options.
The project also contains an utility called WINGRUB, an GUI intends to help configuring and installing GRUB in the WINDOWS environment.
This is very useful whenever your Windows destroys GRUBs MBR and you don't want to restart your system from a Linux LiveCD for recovering. With WinGrub you can do this directly from Windows.