that should write the Grub boot loader to the MBR of the HD. then just allow the Grub menu to handle your multi-boot configuration. It sounds like you were going the other way using the windows boot loader, but this should actually be less hassle in the long run.
Typically for a multi-boot system you would install Windows first, then Linux allowing Linux to take over the job as boot manager.
Better yet, follow this guide on the Ubuntu Site..
Recovering Ubuntu after installing Windows