Maybe they have fixed GRUB since I used it last, but with Windows XP or the Windows Vista boot loader, GRUB normally installs in the MBR and (if installed correctly) points to the Windows installation.
My Windows XP install (not OEM, an eMachines restore disk installation) has failed to boot after a Windows update because it no longer the first partition, and doesn't 'own' the MBR. Any 'fix' required either Windows re-installation, which overwrote GRUB, or Windows fixes which did the same.
I have had the same problems with Windows 7, which uses the Windows Vista boot loader.
I have actually given up on dual-booting on the same drive because of those problems and installed a second drive for my Linux installation, selecting either my Windows HDD or my Linux HDD from BIOS when I change systems. I got tired of fixing GRUB after a Windows re-install or a serious update. It does mean that my Windows drive is sdb when I boot into Linux, but it is the same sdb each time.
When I was actively using Windows in parallel with Linux, re-installing Windows was something I expected to have to do about once a year when something was corrupted to the point it would no longer boot.
The curious thing is that my Linux GRUB discovers and points to the boot partition of Windows 7 and can be selected to go to Windows 7. When I try to boot into Windows XP from Linux, it complains that XP is not the first boot disk and freezes up, requiring a reboot.
My system has been working this way since late 2008 with few problems, so I am unlikely to change the setup, having gone from Ubuntu 8.10, 9.04, 9.10, #! 9.04 (interim when I found out neither Ubuntu 10.04 nor 10.10 live disks would work on my system without rework which I don't have the time or resources to fix), to Linux Mint Debian now. I actually quad-boot with Windows XP/7 on a 200G PATA and a 500G SATA with my primary Linux partitions (for daily use and experimentation) and Debian Lenny as my secondary (stable and recovery install). All on one eMachines T5212 Intel Pentium D805 processor, 2G RAM. nVidia 6200 video, system.
LMDE Mate 64-bit, LM16 Mate 64-bit
Debian Xfce 64-bit, Xubuntu 13.10 64-bit, Xubuntu Trusty Tahr 64-bit, Antergos Xfce 64-bit, PCLinuxOS LXDE 64-bit