latoboy,
I think you have to edit the menu.lst file. Make sure you backed up menu.lst before editing it.

gksudo vi /boot/grub/menu.lst

Change the 'default 0' which is pointing to Ubuntu to 'default 1' which is pointing to xp.

please refer to the following link

https://help.ubuntu.com/community/GrubHowto/ChangeDefaultOS