You can get it to install by replacing the wubildr file that comes with
Natty, by one from Maverick. You have to replace the wubildr on the
first partition that contains it, not just the one on your windows
partition.
There are other issues getting the Natty Alpha 1 to boot:
Bootloader install
PS that bootloader install failed message occurs near the end of the
Installer slideshow. That's why I added Ubiquity as an affected project.
I'll leave that to someone to confirm or remove as appropriate.
In summary...
1. bad wubildr shipped with wubi.exe,
2. an exception installing grub
