install GRUB on CF card

[GOlien Wallace]

Dear Sir :

May you kindly help me to solve a GRUB install trouble on CF card, please ...

I try to install GRUB(version 0.9.5) into my CF card, and follow the 
commands :

fdisk /dev/sda
mkfs.ext3 /dev/sda1
tune2fs -c 0 /dev/sda1
mount -t ext3 /dev/sda1 /mnt
cd /mnt
mkdir -p boot/grub
cp /usr/lib/grub/* boot/grub
cp vmlinuz-xxx(my kernel image) boot/
cp ramdisk.gz(my ramdisk image) boot/
cp /boot/grub/menu.lst boot/grub (and modify the contents to load 
filesystem into ram0)
cp -dpR /dev .
grub
root (hd1,0)
setup (hd1,0)
Checking if "/boot/grub/stage1" exists... yes
Checking if "/boot/grub/stage2" exists... yes
Checking if "/boot/grub/e2fs_stage1_5" exists... yes
Running "embed /boot/grub/e2fs_stage1_5 (hd1,0)"... failed (this is not fatal)
Running "embed /boot/grub/e2fs_stage1_5 (hd1,0)"... failed (this is not fatal)
Running "install /boot/grub/stage1 d (hd1,0) /grub/stage2 p 
/boot/grub/menu.lst "...succeeded
Done

But when I use this CF card to boot my board
I couldn't even seen the GRUB menu..... Just a cursor right on the left 
top corner.....

Did I miss any step or should I keep on concern on any other things ?

Best Regards, and have a nice day