Thank you Neal. I suppose it comes down to my ignorance as to how GRUB works. I'd sort of assumed that GRUB provided a boot-loader which contained all the information necessary for the machine to boot into either OS, thereby by-passing or overwriting the native Windows boot-loader. But from what you're saying it seems that in the sort of case I've posited, the Windows native boot-loader remains intact on the main machine and is activated only if the Linux boot-loader is not. Is that it? Ooer - seems complex.

It is simple. (While being complex.

) As you thought, GRUB provides a boot-loader which contains all the information necessary for the machine to boot into either OS. However, if you do not install it to the boot sector of the main drive, it will not overwrite what is there. Installing it to the boot sector of the usb drive means that it will work from that drive.
The last part of the PCLinuxOS installation process is installing Grub where
you choose and setting up what will be booted --
you choose.