You can use the number or the exact name. But most find Grub Customizer easier.

The Grub 2 Guide - drs305 also link to grub customizer
Ubuntu Community Documentation site
http://ubuntuforums.org/showthread.php?t=1195275


If grub 1.99 with submenus it is a bit different - drs305
http://ubuntuforums.org/showthread.php?p=10720316
find your windows entry in grub.cfg and copy to grub default like this Windows 7 entry - If you edit your windows command use the edited copy as this must match the title exactly:
gedit /boot/grub/grub.cfg
and copy into grub_default here:
gksudo gedit /etc/default/grub
GRUB_DEFAULT=0
change to comment # or delete old and add new :
#GRUB_DEFAULT=0
GRUB_DEFAULT="Windows 7 (loader) (on /dev/sda2)"
Then do:
sudo update-grub