I have 2 OS on my notebook: WinXP & Kubuntu 9.10 (kernel Linux 2.6.31-16-generic)

Grub2 has new feature - ability to put value SAVED in GRUB_DEFAULT. (load last success OS).
I tryed so - but always had first menu point.

Here's my my grub menu-list:
Ubuntu, Linux 2.6.31-16-generic
Ubuntu, Linux 2.6.31-16-generic (recovery mode)
Memory test (memtest86+)
Memory test (memtest86+, serial console 115200)
Microsoft Windows XP Professional RU (on /dev/sda1)
And sda (320 Gb) has partitions:
sda1 - ntfs (WinXP)
sda5 - ntfs
sda6 - ext4 (/)
sda7 - swap
sda8 - ext4 (/home)
If previous OS was Linux - saved menu works, if WinXP - doesn't work - shows first line of menu-list.
How I can save WinXP as saved grub menu?