I installed Ubuntu 11.10 on a separate partition. Unfortunatelly after installation I couldn't see grub menu. Ubuntu starts automatically. Then I installed the boot-repair and repaired by this software my grub. Now I can see grub menu, but there is no windows entry. Just ubuntu.
I have resolved a Grub menu issue (Ubuntu 11.04 + Win7) with a software Grub Customiser. Good luck.
This has happened to me several times when setting up multi-boot systems and I have always been able to fix it by running
Fortunately, update-grub is very straightforward and it will tell you exactly what it is putting in your GRUB menu, including Windows. I have seen some CRAZY solutions to this problem proposed on the forums, I've even tried some of them (and they didn't work). You really owe it to yourself to try update-grub before anything else though.
The latest Ubuntu installation seems to do all kinds of wild things if you have multiple drives and such. Your GRUB was most likely installed on the wrong HD. I found it easiest to just partition the space myself using a GPARTED cd, and then reinstalling Ubuntu. There's an option when it asks you if you want to install it side-by-side with Windows that let's you manually select your partition and also the drive grub will be installed on.