You have to edit the /boot/grub/menu.lst file.
open a terminal and run the commnad:
sudo gedit /boot/grub/menu.lst
you have to change the line "default 0"
this means it is using the first "title" it comes to.
so go down to the first line that starts with title (no # at the start).
now starting at 0 count each line starting with title till you get to the one saying windows, this should be the last one.
for me it is number 6 (4 kernels, memtest, other, windows)
so i change my line to
save and close
now at boot windows will be the default.