I faced the same problem initially. I prefer my computer to start in Ubuntu, but Windows XP being the preferred choice by default, many-a-times it would start Windows. Making Ubuntu the default option is very easy - you can do it from the terminal but I prefer the Windows approach.
Go to Control Panel -> System -> Advanced -> Startup and Recovery and press edit. You can choose Ubuntu to be the preferred Start up option.
Save it and next time when you reboot, Ubuntu will be the preferred option.