Is your Ubuntu disk a "live CD"---i.e. does it boot up a run from the CD? If so, we can do some trouble-shooting from there. Get into a terminal and do "fdisk -l" and post the results here.
If you want to go the next step, we need to see the GRUB config file. Like so:
Looking at the fdisk output, determine the Linux partition (probably hda2 or sda2)
mount /dev/hda2 mylinux ###or maybe sda2--or whatever you determined from fdisk
###You should now be looking at the top-level directory structure--ie (bin, sbin, etc, boot, home, root, and several more
Now you are looking at the GRUB config file. There should be entries for Ubuntu and for Windows (the ones without "#" at the beginning) Post the relevant entries.
You can also simply re-install Ubuntu and be sure that you know where GRUB gets installed. (In a system with one hard-drive, it must go in the MBR or on a floppy)