Dual Booting

Sat May 17 08:48:51 UTC 2008

Hi,
I have just installed Ubuntu 8.4 on a machine with two hard drives. The first (drive C:) is Windows XP. I installed Ubuntu onto a 250GB drive (F: in windows) and all seemed to go well. I was expecting GRUB to be installed automatically to allow me to choose the OS to boot into, however the machine starts as it always did, ie. going straight into XP with no mention of Ubuntu.
Have I got to install GRUB manually, and if so how, or have I done something else wrong?
Many thanks for any help.
Mike