It can be done easily.
I suppose you have GRUB already installed on hard disk or floppy.
In the /boot/grub directory GRUB created (on your HD or floppy, respectively), create a file "menu.lst" with the following contents (# are comments)
# wait at boot prompt (seconds)
timeout 2
# default entry to boot
default 0
# boot M$ in case of problems
fallback 1
# entry 0
title Linux
root (xxx) #change this to the correct partition
kernel /vmlinuz #idem
# entry 1
title Windows
root (yyy) #your M$ partition
chainloader +1
#end
Note that some BIOSes wontt boot if you have no keyboard connected but most bios setups allow you to overrule this
Judging by your post I suppose you are acquainted with the partition names in GRUB; if not it's all there in the manual at
www.gnu.org
Enjoy,
nukkel