There's no need to login iinto Windows (or Ubuntu for that matter) to change the boot device. That's done in the BIOS setup, not in the OS. It depends on the motherboard how to access the BIOS setup. Common keys to press early in the boot are del or F2, but it can be others also. See the user manual or motherboard manual, that came with the PC or the motherboard, or look if it is shown in a message on the screen.

Kees