I'm running 5 distros on the same HD with Ubuntu as primary and the same thing happens to me constantly. I discovered that if I install the other distros first and Ubuntu last then modify the menu.lst in Ubuntu (root, chainloader +1 etc.) all goes well until I do a lot of work on one or the other and then Ubuntu crashes again. Like you say, it's not a big crash - and typing 'exit' in the shell gets it to boot but it is frustrating! I'm going to change things around and put Kanotix as the primary and put Ubuntu in the back somewhere and see if that works for now.
The correct solution, I believe, is to put Grub into its own partition and then install grub into root on each of the distros put on the HD.