No, but it's always (?) easier and if you don't, you have to have something to get you to the second disk. It can be the boot order in BIOS or something on the first disk that refers to grub on the second.Does GRUB have to be installed on the primary HDD's MBR?
You can use the wiki to repair grub and place it on the mbr of the first disk.
http://www.linuxmint.com/wiki/index.php ... _your_grub
If you do that you won't be able to boot Vista as I think it's not in your menu.lst (Note its menu.lst not menu ) But it can be added, there is an example of how you do it in the comments - just use Vista instead of win95 in the title