You should be able to just use this command:
Example: sudo grub-install --recheck /dev/sdb
sudo grub-install --recheck /dev/<your Ubuntu drive>
It will install the Grub folder in the current partition and write to the MBR of the drive you specify. Don't designate a partition.
After you run the command, I'd run "update-grub" just to make sure it finds Windows. Before rebooting, I'd inspect the RESULTS.txt file generated by the boot info script, which you can download from http://bootinfoscript.sourceforge.net/
Added: Inspect your folders after you have run the grub-install command and make sure the /etc/grub.d folder and /etc/default/grub file exist on your Ubuntu partition. If they don't (and are on the external), install grub-common and grub-pc.