- edit /etc/default/grub
- change GRUB_DEFAULT to FULL name of the Windows menu entry (best to copy-paste from your own config)
- save
- to propagate the change, run 'update-grub'
Note that, aside from the static integer index and the full menu item name, one can also use special string 'saved'. However IIRC in the past I was not fully happy with this option (did not stick maybe?).