open up c:\boot.ini in notepad. it'll look something like this:
[boot loader]
timeout=30
default=multi(0)disk(0)rdisk(0)partition(1)\WINDOWS
[operating systems]
multi(0)disk(0)rdisk(0)partition(1)\WINDOWS="Microsoft Windows XP Professional" /fastdetect /NoExecute=OptIn
make sure your default= line points to the same arc path as your "microsoft windows xp professional"
edit: (or you can cheat and do it through msconfig as detailed here:
http://vlaurie.com/computers2/Articles/bootini.htm)