Ubuntu writes over the Windows bootloader with it's own called GRUB. There needs to be an entry in here for Windows. Sounds like this has been missed out.
Open a program called GParted. It comes pre-installed with Ubuntu.
You should be able to view all hard drives and partitions available. Make sure your Windows partition is still present and note which disk/partiton number it is on. For example it could be hd0,1
Next can you open a terminal and type this:
su cat /boot/grub/grub.conf
Post back the output please.