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I am upgrading Ubuntu 11.04 to Ubuntu 11.10 and it asks me to install grub, I do not want to do so as I am in a VPS, how can I skip installation of grub ?

enter image description here

If I close the session, then it shows this when I run update again

E: dpkg was interrupted, you must manually run 'sudo dpkg --configure -a' 
  to correct the problem.
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up vote 6 down vote accepted

You want to install grub. Without it, how are you going to boot Ubuntu after the upgrade? You shouldn't treat a virtual server any differently than a physical one, both need a bootloader to bootstrap the OS at boot.

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