Third boot? (ubuntu)
 

Right, getting there! I now have a machine with Fedora, XP and Ubuntu on.

Now, I can boot XP and Fedora via grub, but I cannot see boot Ubuntu (the last partition on the disk).

How can I get grub to list Ubuntu as well as Fedora?

All have their own partition on the hard drive...

Oh, and doesn't all have to be in the same grub - if I can fire up the loader that must exist on the Ubuntu partition from the first grub that would be fine...

I assume that you write UBUNTU GRUB on its own boot partition and UBUNTU was the latest installed.
In that case you have to add the UBUNTU to the boot/grub/menu.lst of Fedora
To do so read first the boot lines in UBUNTU /boot/grub/grub.cfg
To write it in the menu.lst of FEDORa you need to be root or su
Use nano or kwrite or any linux text editor to read and write .
A other possibility is to write the GRUB of the last distro in MBR normally it will find all the other distros