Hello, I've been using Windows and Linux Os for some time, and i have never had any problem, i just make sure I have Windows already installed, and then i tried with many ditros. But, now i Installed the latest version of Ubuntu, after i had installed a new Windows partition in Ntfs.

The problem comes when i start Windows, and i reboot, it doesnt enter to Ubuntu's grub, I've managed to enter to Ubuntu changin the boot flag of the windows partition with Paragon Partition Magic in a live cd, and with GParted in ubuntu, (Windows Active=No - Ubuntu Active=Yes) but when i enter to Windows and i reboot it change to (Windows Active=Yes - Ubuntu Active=Yes) so it doesnt show the Ubuntu Grub and enter directly to Windows.

Any help would be aprecciate

Are you sure to have install grub on mbr of your hard disk?

When you access on linux partition using livecd what do you see using:
cat /boot/grub/menu.lst

or you could reinstall grub if nothing works. google the commands but i think its something like

grub-install /your/first/hard/disk