When I personally install nix onto a secondary hard disk I disconnect the first, install Linux and then build grub manually as I have previously has issues doing such... I am assuming that you actually mean two hard disks and not two partitions on the same drive.
Its also worth remembering that Windows does not like sharing a system with another OS and as such demands that it is installed first on the first booting drive.

You should also remember that NTFS support for Linux is limited to reading the drive and writing to NTFS is not yet contained in the default kernel as it damages the filesystem over time and is still being worked upon.
For stability its better to get Windows to write to the Linux disk format using the Ext patch available at http://www.fs-driver.org/

Post your grub configuration and let me have a look at it

What Ubuntu you running Dapper or Edgy ... you running Beryl ?... thats the best eye candy ever whoops Vista's graphics easily