Ted -- I can't be certain about what's happening. One guess is that Windows is noticing "foreign" files in the boot area of the disk and is automatically altering or removing some of the files to protect you against invading malware. But then it would seem that something similar would happen when you use LILO on your system, but LILO works fine.
I had a problem where Windows immediately overwrote GRUB when it saw it on an HP desktop I was turning into a dual-boot system. My solution in that case was to make a floppy disk to boot into Linux (Red Hat 8.0), and let Windows boot normally if the floppy was not in the drive. I describe this in my "Adventures in Migrating to New Linux Distributions" at http://www.linuxdevcenter.com/pub/a/linux/2005/04/07/distroswap.html