I haven't run Wubi, but I guess that Ubuntu is booted from that first Windows menu, and maybe via a hidden grub menu. If this is the case maybe you can try pressing the shift key after selecting Ubuntu according to the tip in the Psychocats link.
Originally Posted by betinhoweck
If no go,
First, you have to reboot into recovery mode
If you have a single-boot (Ubuntu is the only operating system on your computer), to get the boot menu to show, you have to hold down the Shift
key during bootup.
1. Backup your /etc/default/grub file
2. Edit your /etc/default/grub file. Change the line
cp -p /etc/default/grub /etc/default/grub.0