in terminal (on your ubuntu) type
gksudo gedit /boot/grub/menu.lst
at the bottom type
title Windows XP
root (hd?,?)
makeactive
chainloader +1
replace the ?,? with the corresponding hdd/partition
say if it's on my first harddrive, second partition, it'd be 0,1 (counting starts at 0, so part 1 is 0, partition 2 is 1, and so on)
If you want to make XP your default, simply go back to the gksudo gedit /boot/grub/menu.lst and find 'savedefault' and move it under the XP portion (or the Ubuntu or Vista, whichever you want it to default to, like, if you don't choose an option it'll boot to)