depends on if you have vista or xp?
first you need to know where windows is, if your not sure try hd0,0 first. and then if it will not work go on to try hd0,1 and hd0,2 ect.
so your going to go in the terminal and type in "sudo gedit /boot/grub/menu.lst"
this will open the menu.lst in a text editor.
near the bottom of the text you will see: ## ##End Default Options##
right after this line add this:
title Microsoft Windows
There should also be **SOMETHING LIKE** this for linux, i use ubuntu but it give you an idea:
title Ubuntu 7.10, kernel 2.6.22-14-generic
kernel /boot/vmlinuz-2.6.22-14-generic root=UUID=27c96fda-9808-4018-a7cf-737a53434618 ro quiet splash
I am not sure about the linux entry, it make sense to me (but i have never tried this) that if you supply the same information you did about windows about linux it should work, you just need to know where linux is, the kernel you have. if it does not work you can always go and change it again...and i bet the linux entry is already there anyways
Keep in mind to the the top entry under the "## ##End Default Options##" will be your default boot OS so if you want linux be sure to put it at the top.
Be sure to save the file. next time you reboot you should see windows on the grub list.