- Install an extra hard drive for Windows and temporarily disconnect the Ubuntu drive
- Install Windows to the new hard drive using an install CD/DVD (or however)
- Reconnect the Ubuntu hard drive (and ensure it's the 1st hard drive in the BIOS boot list)
- Boot to Ubuntu. Run the following
sudo grub-mkconfig --output=/boot/grub/grub.cfg
This will detect the Windows drive and add a grub entry. Note this applies to grub2 (i.e. the new grub and not legacy-grub) as used by Ubuntu Lucid Lynx (10.06) and later.
You might find that your grub boot menu is a bit cluttered with old rubbish. See the following post on how to tidy that up.