You have to show grub the boot loader or windows... And yours in other hdd... Not sure about that... And its not one does every time....
Take a look at these (lot to read i know....)
What i used to do years before
1. Unplugged all drives except the one I want windows on.
2. Installed windows on it.
3. Linux drive is SATA1, windows drive is SATA3, but I changed the boot order in BIOS so that SATA3 was the first one. Could have just plugged them in the other way I know, but whatever.
4. Installed Kubuntu with GRUB onto the linux drive. It detected Windows during installation and added to the boot menu:
# This entry automatically added by the Debian installer for a non-linux OS
# on /dev/sda1
title Microsoft Windows XP Professional
So Windows is on hd0, even though it's actually on SATA3. I guess the boot order of the drives is important.
If ya new to linux this must suck