When you install DSL, doesn't it give you the option of installing grub? If so, does it give you the option where you want grub installed?
If it gives you the option where you want to install grub, choose to install DSL's grub to the DSL partition. Then add this to Ubuntu's grub:
Replace X,Y with the partition # for DSL. Rememver grub counts from zero. Also, verify that DSL installs the menu.lst to /boot/grub/menu.lst. For most distros this is the case.