Installed Ubuntu 12.04 alongside Windows and now Windows seems to have disappeared

Can you give the output of:

sudo fdisk -l; lsb_release -a; uname -a

Thanks

Disk /dev/sda: 82.0 GB, 81964302336 bytes
240 heads, 63 sectors/track, 10587 cylinders, total 160086528 sectors
Units = sectors of 1 * 512 = 512 bytes
Sector size (logical/physical): 512 bytes / 512 bytes
I/O size (minimum/optimal): 512 bytes / 512 bytes
Disk identifier: 0x4c62fc89

   Device Boot Start End Blocks Id System
/dev/sda1 63 11098079 5549008+ 7 HPFS/NTFS/exFAT
/dev/sda2 * 11098080 105834688 47368304+ 7 HPFS/NTFS/exFAT
/dev/sda3 105836542 160086015 27124737 5 Extended
/dev/sda5 105836544 159168511 26665984 83 Linux
/dev/sda6 159170560 160086015 457728 82 Linux swap / Solaris
No LSB modules are available.
Distributor ID: Ubuntu
Description: Ubuntu 12.04 LTS
Release: 12.04
Codename: precise
Linux brent-DK226A-ABG-t230a 3.2.0-25-generic-pae #40-Ubuntu SMP Wed May 23 22:11:24 UTC 2012 i686 i686 i386 GNU/Linux

Ok if you run:

sudo update-grub

What is output?

Generating grub.cfg ...
Found linux image: /boot/vmlinuz-3.2.0-25-generic-pae
Found initrd image: /boot/initrd.img-3.2.0-25-generic-pae
Found linux image: /boot/vmlinuz-3.2.0-23-generic-pae
Found initrd image: /boot/initrd.img-3.2.0-23-generic-pae
Found memtest86+ image: /boot/memtest86+.bin
Found Microsoft Windows XP Home Edition on /dev/sda2
done

Ok reboot and hold SHIFT, do you see the option to boot XP?

I tried holding the shift key several ways - from before starting reboot till reboot complete (just went through to Ubuntu login screen), after rebooting till reboot complete (same result - loaded Ubuntu login screen). Repeated each a couple times to make sure, then tried it both ways again with starting computer up after shutdown (just in case got a different result to clicking restart!). But no.
However, upon staring at the screen while all this was happening, I eventually managed to decipher some of the stuff that appeared on it. After the initial Pentium screen there appears a blank screen in the Ubuntu colours, with a big blue box flicking all about the screen telling me that the resolution needs to be reset. Behind this annoying bouncing box is 5 or 6 lines of incredibly fuzzy writing at the top of the screen. The bottom line had what I thought was an XP on it so I hit the down arrow key a few times and eventually it was highlighted, so I pressed enter. Windows started but then said it needed to do a disk check. I left the computer to let it go through this process and when I came back it had started Ubuntu again! I turned it off and tried doing this again; this time Windows started properly and we could run the reading and maths CD Roms (which very inconveniently only operate on 98 to XP versions of Windows, hence the old operating system back in use again!).
Incidentally, there is absolutely nothing wrong with the resolution in either Windows or Ubuntu, only in the one distorted and fuzzy screen you see before either of the operating systems load.
Windows seems to have only wanted to do the disk check that first time, I have restarted both systems at random over the past few days and all seems to be ok.

Thank you very much for all your help - if I hadn't been staring so intently at the screen while holding down the shift key so many times and looking for reboot options to appear I would never have figured it out :)

Much appreciated - I now have a happy 5 year old!

Thanks
Andrea