how to set grub to start windows by default permanently

Edit your /boot/grub/menu.lst and find this sentence:
# Set the default entry to the entry number NUM. Numbering starts from 0, and # the entry number 0 is the default if the command is not used. ... default 0 ...

So, If you have a grub similar to this:
Ubuntu, kernel 2.6.20-12-generic
Ubuntu, memtest86+
0ther Operating Systems:
Microsoft Windows XP Home

You just need to change:
default 0
with
default 3

The important is not to consider "0ther Operating Systems:" line in the count.

Thanks Paolo for your answer,
I had done precisely what you explained already, but my question was:
in case of kernel upgrade the kernel listed will be 4 and not 2 anymore (2 kernels and 2 recovery kernels) thus I'd have to edit again menu.lst and ensure to change the value "default" from (say) 3 to 5.
next upgrade ubuntu will automagically add another copuple of kernels respawning the problem (from, say, 5 to 7).

I have already had a look into menu.lst and I also had set the value "howmany" to 1 believing in grub (or update procedure) to honour the parameter (it shall list just n kernels), but it is wiped every time a kernel is upgraded.

## controls how many kernels should be put into the menu.lst
## only counts the first occurence of a kernel, not the
## alternative kernel options
## e.g. howmany=all
## howmany=7
# howmany=all

so my question is still open:
I'd like to specify a particular kernel or chainloader regardless of the number of kernels added before the line I specify and that can endure a kernel upgrade.

===
Thanks
NDV

Hello, NDV!

You can try putting the chainloader-entry above all the uncommented "Ubuntu"-entries and set the "default" option to 0. In this case, the first entry should remain the same even after the kernel upgrades.