The previous replies should solve your problem. I just throw in a few pointers about Grub.
Grub calls hard disks (hd0, hd1,hd2 etc) and partitions by number (hd0,0), (hd0,1), (hd0,2)) and count everything from zero.
Ubuntu, especially updated versions using kernel 2.6.20 and newer, call all SCSI, Pata, Sata and USB hard disks as sda, sdb, sdc, sdd, sde, etc and the old Pata disk hda, hdb, hdc and hdd have been abandoned.
To find out how Ubuntu calls the partition you issue this command in Ubuntu terminal
The xp should be in a ntfs partition which will have Type ID 7.
To see how Grub "sees" the same partition you issue the following commands in Ubuntu terminal
Code:
sudo grub
geometry (hd0)
geometry (hd1)
quit
To see the relationship between the two, as seen by Grub, you issue this command in Ubuntu terminal
Code:
cat /boot/grub/device.map
If you still have a problem you will need to post the output of the above plus the content of "/boot/grub/menu.lst"