Which drive is Windows actually installed on? Basically it sounds like grub
installed to your boot partition (default) and overwrote the Windows boot loader
or the systen is confused as to where Ubuntu is installed vs where Windows is
installed.

You should find out where Ubuntu has put itself. Best way to do this is to go
into grub from the boot menu to edit an entry and use the TAB key to give you an
idea what drives have what. The command: