I want to use GRUB for loading Windows. I know about the chainloading that needs to be done but the thing is that I don't have any Linux system installed and I don't want to install it.
I have two partitions, each having Windows 7, for example. Can I install GRUB? and configure it to provide me with a menu having both the Operation System at boot time?
You can install GRUB from pretty much any Linux LiveCD.
However, for this to work GRUB needs a partition in which to store image files and configuration files (e.g. menu.lst).
This can be any partition. However, GRUB does not support NTFS. So these files need to be stored on a FAT32 or Linux partition. If you don't have one, you just need to create a small partition (8MB will suffice).
You can use the SuperGrubDisk live CD for that.