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Installing GRUB in a dual-boot

I've just installed my OSes on a new HDD: Windows 7 and Debian 7. As usual I first installed Windows, then Debian.

At the first attempt, GRUB seems to not have been installed properly, because my computer would just boot into Windows. I found this on debian.org, so I followed its advice:

When there is more than one disk available during installation (for example one hard disk and one USB stick, as it is commonly the case when booting the installer from a USB stick), grub-install may run into problems: it was reported several times, that the GRUB bootloader was installed onto the USB stick instead of the hard disk containing the newly-installed system.

To avoid running into this, make sure to answer "No" when the following question is asked during the installation process: "Install the GRUB boot loader to the master boot record?"; it should be possible to specify the right device at the next step: "Device for boot loader installation".

After I did this, GRUB would show up on boot, but when I selected Windows, the screen would go black and immediately pop back to the GRUB menu. I installed GRUB into the first partition, as that was the one with the boot flag.

My partitions are as follows:

  1. 100MB System Reserved
  2. 195GB Windows
  3. 2GB Swap
  4. 40GB Linux

I managed to fix the MBR with the Windows CD afterwards, but of course, now Debian is unavailable.

Should I have installed GRUB somewhere else, or is it a different problem ?