Hi, absolute Linux newbie here..

I`m busy installing Kali Linux 1.06 64bit alongside my Windows 8 on a 750 gb hdd.
Everything is going fine, partitions are set up etc, but now the installer is asking me if I want to install the GRUB boot loader to the master boot record and that this would make any other OS temporarily unbootable.
My question is is simply if I would lose any data from my windows partitions if I say yes to this step, and how I would make Win 8 bootable again?

Note; My BIOS allow LEGACY and UEFI boot control, I´ve only been able to boot Linux on the LEGACY setting with the bigfoot boot loader. And win8 only on the UEFI setting.
Any help is appreciated.