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If you did not partition the existing windows hard drive for Ubuntu and disconnected the one with Windows installed during the installation and installed ubuntu on a separate hard disk, you will run into this boot problem of XP not showing up in the Linux boot loader (GRUB) and will have to add the Windows XP boot information manually. The solution is simply adding this to /boot/grub/menu.lst
title Windows XP Professional root (hd1,0) savedefault makeactive chainloader +1 map (hd0) (hd1) map (hd1) (hd0)
map (hd1,0),(hd0) (hd1) and (hd1) (hd0) depends on where your Windows partition is, which can be found out by typing:
sudo fdisk -l
at the terminal. In the above example, Windows is assumed to be on hd1 and Ubuntu on hd0. Please modify it accordingly using the fdisk command.
Source : Ubuntu Documantation