Loading Linux is not as simple as booting traditional operating systems such as Windows. The kernel requires a preloader that can pass it options necessary to its operation. For example, you can have multiple different kernels on your system; how do you tell Linux which one to boot from? In most cases you use a piece of software called LILO or LOADLIN. Some distributions, such as OpenLinux, use SYSLINUX.
These programs provide a vital service to Linux: They load the kernel (the part of the operating system that does all the work) into memory and then boot it. You will need one of these programs to get Linux going.