The difficulty is that GRUB 2 regenerates its grub.cfg file, and during that generation it looks for additional Linux kernels in /boot and automatically includes any that it finds there. More here
This means that when it is first installed, there are two “native” boot entries, one for a normal boot and one for a recovery boot. Additional boot options follow these two. So, for example on Ubuntu 9.10, if you want to boot Windows by default (ugh), the default would be option 4 (two for Linux and two for memtest86+, then Windows).