It's likely that Windows is booting in EFI mode but you installed Ubuntu in BIOS mode, or maybe vice-versa. Most UEFI computers provide relatively primitive options for switching between BIOS-mode and EFI-mode boots, although you can sometimes do so by pressing a key at boot time. (On my ASUS P8H77-I motherboard, it's F8.)
If you've got an EFI-mode Windows installation but you installed Ubuntu in BIOS mode, the better solution is to install an EFI-mode boot loader for Ubuntu. Replacing the grub-pc package with grub-efi should do the trick, except that to fully register the boot loader, Ubuntu has to be running in EFI mode, so you've got a chicken-and-the-egg problem. Since you've just installed, the easiest solution may be to re-install, but this time ensure that the installer is running in EFI mode. You can determine this by dropping to a shell and looking for the
/sys/firmware/efi directory. If it's present, you booted in EFI mode; but if it's absent, you probably booted in BIOS mode. If you find that the installer is running in BIOS mode, reboot and look for those boot-time options (by using F8 or by adjusting your firmware options). Another way to gain better control of the boot process is by installing rEFInd, which is an EFI-mode boot manager that I maintain. Using its default settings, it should enable you to force an EFI-mode boot of the Ubuntu installer, provided the disc is inserted when you boot the computer. Version 0.4.6 can also switch to a BIOS-mode boot loader on many UEFI-based systems, although you must adjust the
scanfor line in its
refind.conf file. Using this ability, you might be able to chainload into your BIOS boot loader for Ubuntu. This might be acceptable to you, although IMHO it's simpler to boot directly in EFI mode.