Most important: you have GRUB version 1 or 2?
If you have grub 1 you have to edit /boot/grub/menu.lst file from Ubuntu as superuser. Most direct approach is command:
sudo nano /boot/grub/menu.lst
(nano is just name of text editor you can use what you like gedit maybe etc.)
So you find line:
default 0
It means that first menu option is default, now you have to count title lines first is 0. Windows maybe next so 1 so change default 0 into:
default 1.
If you encounter problems you may paste your menu.lst file here I will edit it for you. If you have GRUB 2 also post here.
Be careful and do not mess around too much you may end up with no boot at all.
So just installed the new ubuntu with windows vista and am loving it so far. the only problem i have is that when ever i start the computer it instantly loads ubuntu. to go in to windows i have to push f12 at the dell screen to load the boot menu. is there any way so that i can change this around or at the very least just have it so that the boot menu automatically opens when i start the computer so i can choose which one i want.
the computer i am using is a dell inspiron530, with a intel 2140 @ 1.60ghz and 1 gig of ram
your help is greatly appreciated

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic