Ubuntu installs (or can install) a MBR (master boot record?) to enable this.
I have little use for Ubuntu EXCEPT:
When I want to alter or delete a system file in Vista, saying it is difficult is an understatement. But NOT when I boot to Ubuntu. Ubuntu lets me go in to windows systems files and change whatever I like.
Caution, you can majorly screw your system up if you don't do this properly.