If CentOS behaves like Fedora (and it probably does), then when it creates grub it will make an entry for Windows (if found) but not for other versions of Linux. Ubuntu definitely sets up grub for everything it finds.
So, if you put Ubuntu on first there will be two options:
1. Let CentOS install grub to the MBR and then edit grub.conf to give an entry for Ubuntu, like this (using the original grub)
kernel /boot/vmlinuz ro root=/dev/sda1
2. Get CentOS to install grub on its own root partition and edit Ubuntu's configuration file (I can't remember what they call it) to call it, like thus (with grub2, assuming partition 3)