Try downloading EasyBCD for Windows and installing it. Once installed open it up (need admin privileges), then go to boot loader menu entries. Delete the Ubuntu one (dont worry this will not lock you out of Ubuntu), save then reset.
What is happening is that the machine is booting to GRUB, and when you selecu Ubuntu, it boots directly with the parameters specified under that option. Select windows, and it will simply refer you to BCD (the Microsoft equivalent to GRUB), since GRUB cannot handle windows entries directly. If BCD has only one entry, or if it has been given a default, that can only be overridden via F8, then it will boot straight into windows without any visible indicators taking place.
It sounds like your 9.04 was installed via Wubi, inside of windows, but your 10.10 was installed via LiveCD. The Wubi installer does not install GRUB, but merely puts a link into BCD. The LiveCD installer, on the other hand, installs GRUB, leaving BCD for Windows entries, thus creating the choosing twice problem you have now. The one in your BCD is actually a separate installation.