Setting other than Ubuntu as your primary boot option

Open Terminal:
Applications → Accessories → Terminal

Type:
sudo nautilus
enter your password

Nautilus browser is opened….
Go to File System → boot → grub → menu.lst

This file will be opened with gedit.

You will see something like the picture below.

To change the default operating system, scroll almost towards the end until you see something like the picture below. (The menu of operating system.)

If you want for example Windows XP as your default operating system to boot, which is the 4th choice of on the menu, you will have to change the default operating system to boot. (Scroll to the beginning until you see something like the picture below.) If it is the 5th choice, then change it to number 5.
If you would like to change the seconds it takes to wait before it boots to the default operating system on the menu, change the timeout seconds.