Mike, you need to edit the file /etc/default/grub as root. You can do this by pressing ALT+F2 then typing gksu gedit /etc/default/grub and clicking Run.
You need to know the relative position of the entry for Windows starting from zero. On my system I have 2 entries for mint and 2 for memtest, so if I had windows it would be at position 4. Then in gedit, change the 0 on the line GRUB_DEFAULT=0 to the position of XP. I believe you can also put saved instead of a number to have grub default to the last entry you chose on the previous boot.
For an indefinite menu, change the number on the line grub_timeout= to -1.
Save the file and exit gedit, then open a terminal and enter sudo update-grub. Next time you reboot your changes should be in place.
[Edit] your original post and add [SOLVED] once your question is resolved.
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