To be precise, I have dual boot Ubuntu/Win XP, and want it to load, by default, whichever OS was loaded last (after asking user). Failing that, the next best thing would be to have Grub to always default to Windows. Any ideas?
Which version of Ubuntu? How this is done in 10.04 is different from how it is done in prior versions.
Edit /etc/default/grub, changing this line to reference the Windows entry in the grub menu (this is a zero-relative index, on my laptop Windows is the 8th entry in the menu). You can also set GRUB_SAVEDEFAULT to have grub remember the last entry chosen::
09.10 and earlier:
Edit the /boot/grub/menu.lst (I hope i remembered the name correctly, I don't have an earlier version handy to check) file and change the GRUB_DEFAULT entry in the same way as above.
To have it remember the last entry used, set GRUB_SAVEDEFAULT to true.