[...] It's not supposed to do this; I think you must be mistaken.
With a Compact Flash disk, for instance, containing the Linux filesystem and mounted on a desktop Linux development machine, a few hoops need to be jumped through in order to install the bootloader onto the Compact Flash card.
Fortunately, this doesn't require a reinstall to fix.
Unlike many other operating systems that hide the underlying details of how they work, Linux (and in particular, Slackware) gives you full control over the boot process.
They hope these examples will help you to get a better understanding of the Linux system and that you feel encouraged to try out things on your own.
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