You can also boot grml_iso from HD without grml_CD. Condition: you must have a linux partition with grub as linux loader on your HD.
Here is a way to do so: 1-copy grml_iso to a partition on HD: (hda5 as example). grml tohd=/dev/hda5
2-reboot to your linux box.(my / is on /dev/hda5).
3-create grml directory in /boot of your linux partition : as root mkdir /boot/grml
4-copy the files "linux26" and "minirt26.gz" from grml_CD/boot/isolinux to /boot/grml
5-edit /boot/grub/menu.lst to add entry for grml. here is as example the entry of grml in my /boot/grub/menu.lst
# this entry boot grml from iso_image on /dev/hda5 title Grml root (hd0,4) kernel /boot/grml/linux26 fromhd=/dev/hda5 lang=fr vga=797 ramdisk=100000 initrd /boot/grml/minirt26.gz
6-it's all. reboot and pick Grml at grub menu.
Thanks Grml team for the great work.