GRUB default, how to change?

[Roland Burgan]

I am using a dual partition for Ubuntu 10.04, and Win XP Pro. The 
current default boot is for Ubuntu 10.04.  I would like to change it to 
Win XP Pro.

I have GNU GRUB Version 1.98-1Ubuntu12

My startup menu listing is:

Ubuntu, with Linux 2.6.32-34-generic
Ubuntu, with Linux 2.6.32-34 (recovery mode)
Ubuntu, with Linux 2.6.32-33
Ubuntu, with Linux 2.6.32-33 (recovery mode)
Memory test (memtest86+)
Memory test (memtest86+,serial console 115200)
Microsoft Windows XP Professional (on /dev/sbd1)

The top one is the default, currently. I would like, if possible, to 
keep the list in the order it is in. I cannot find a boot/grub/menu.lst 
file, that is commonly mentioned in changing the menu list default order.