I´m actually reading up on all the problems when upgrading to grub2, but it seems a patched wubildr found in comment #90 here:

https://bugs.launchpad.net/ubuntu/+s...x?comments=all

Fixes the boot problem when upgrading grub-legacy to grub2. Still, will not trry it yet, though I might read up some more and go ahead and do it, since I really need to move my wubi to dedicated partition soon, actually VERY soon.

Cheers!