How to put Grub into floppy, pen drive, hard disk or CD/DVD

[dwr50]

I tried to make a Grub cd using nti cd maker. I chose data cd and to make it bootable. On the disk I have /iso/boot/grub/stage2_eltorito in a folder. When I tried to boot with this disk I get Starting PC Dos... MSCDEX V 2.25 and a dos prompt A:\>. Dir gives me a windows floppy directory. I can't see Grub at all. What went wrong ?