If Windows is installed after Linux, accept setting the Windows partition
as active.
Boot into Windows. If you want GRUB to control the dual boot, mark the
Linux boot partition as "active", then reboot into Linux and modify /boot/grub/menu.lst
to include Windows boot option:
title Windows 95/98/NT/2000/XP
root (hd0,1)
chainloader +1
# chainloader - means to load another boot loader; +1 means to read one block