In Ubuntu, find the file /boot/grub/menu.lst
You can try to add an entry like this:
- title can be whatever you like.
- root (hd0,0) means 1st hard drive, 1st partition.
- makeactive (not sure what this means)
- chainloader +1 means that grub will transfer over the boot process to the windows boot loader on that partition.
This should work exactly as is if your windows installation is on the first drive of the first partition. If not, you will need to modify the "root" entry to suit your needs.
Hope this helps.