What is your partition table like? Type 'fdisk -l' in the terminal and paste the output here.
You'll need to edit /boot/grub/menu.lst. Go to the command line and type:
sudo nano -w /boot/grub/menu.lst
Down towards the bottom past the 'defaults' section you'll need to add something like this:
Where it says "root (hd0,0)" you'll need to edit it to reflect the location of your Windows partition. If you post the fdisk output here, someone can help you with that.