your config file for grub is in: /boot/grub/
it is probably called: menu.lst or config something-or-other.
edit it by simply changing the default option to 1 (it should be 0 now-- which really is the first os that is listed in the code)
as far as win doing a check.. we would need to see your grub config file to see what is making it do that.
it is not a large file, try and post it.
otherwise you can go into xp and change the settings to ingnore request by the os to do a disk check when xp suspects something is afoul (hahaha, it checks when nothing is wrong.. ironic