Been there; done that ....
 

Sounds to me like you installed XP on one disk and linux on the other, but you "grubbed' the wrong (non-booting) disk.
There is a fine grub document on this site to use, but here is what I discovered on my system.
I had installed WinXP on the secondary master IDE hard drive and had the bios booting from it. When I installed Ubuntu, I installed it in the primary IDE Master drive.
Once Ubuntu finished and re-booted, WinXP would boot, but no grub menu.
I changed my bios setting to boot from the primary Master IDE and there was the grub.
The faster way to find, out if my theory is correct in your system, is to hit F9 or F12 (depends on your system) to get to the device boot menu, then boot a different drive.
BTW
Make sure that the boot flag is set on your "Linux" drive. To find out boot with linux and type in the command prompt (xterm) "sudo fdisk -l" (no quotes). You should see an asterisk under the word boot for both your drives. If not use fdisk to fix it (the fdisk "a" command to be exact).
I am an ocasional Linux user but my family is more inclined to use WinXP, so I edited the grub "menu.lst" to boot WinXP instead of Ubuntu which is it's default.
Linux01

Grub Reinstall
 

Thank you all again for the suggestions, I have a good reference file now for the future! After combining many of your ideas, I came to the conclusion that I had either deleted the Grub file or possibly installed it on a pen drive (if that's possible). I couldn't find the stage1 file anywhere no matter what boot sequence I used or how I searched for it. Eventually, I chose to install Feisty with a clean install on my secondary drive and during that process the grub was installed on my primary. Now when I boot, Linux is the first choice so I don't have to choose Windows unless I want it. I had a little trouble with the external modem when I went from Dapper to Feisty, but eventually was able to find a Linmodem driver that worked for my original internal Conexant modem and so far so good. I have to enter "sudo wvdial" in a terminal to get on-line instead of it being automatic...when I try to set up the modem with Network as I did the external previously (when it worked), it won't complete it for some reason. I had to go into /etc/wvdial file and enter my isp information, then use the Terminal command. I lost the information I had on the drive I was trying to gain access to before this all started, but easy come easy go. I have a free Gutsy Gibbon ordered, my dial-up isn't too keen on downloading, and I'm in no rush to bother with an iso burn. Thanks again, I am back in the Linux saddle and learning something every day.

Thank you guys, just realized I've neglected to!