Thanks for the replies guys!
$ cat /boot/grub/device.map
And from my /boot/grub/menu.lst
# This entry automatically added by the Debian installer for a non-linux OS
# on /dev/sda1
title Microsoft Windows XP Professional
map (hd0) (hd1)
map (hd1) (hd0)
In my BIOS the boot orders only go from hd0 up to like hd3. It's a pretty old motherboard, got it when sata was just starting off. I could have overlooked something in the BIOS but I didn't see anything.
Any idea on how to check what drive GRUB is installed on? It's been awhile since I installed it that I forgot which hard drive it is on (might be the SATA one with Windows on it).