No, I doesn't have anything to do with your file system.
All grub is suppose to do with Windows is activate the second stage of the Windows bootup stuff so that you can boot up normally using Windows stuff.
The install should of recognized the Windows partition and setup for you to boot for you, but I guess it didn't work out for you. All you need to do now to fix this is add a few lines of text to a configuration file.
Oh, and grub has a primitive built-in command line in itself that you can use to input lines in manually in case the changes make your system unbootable. But the safe thing to do is make a copy of your configuration file and put it in a safe place before you go around editing files.
The files in question is the /boot/grub/grub.conf file (/etc/grub.conf is a symbolic link to that). What you add depends on your harddrive arangement. Grub starts counting at 0, not 1, so that the first number is 0 and the second number is 1 and the third number is 2 and so and so forth.
So normally you install Windows on the first partition on the first drive, so I'll assume that for now.
Try adding these 3 lines to your boot configuration:
title Windows boot
rootnoverify (hd0,0)
chainloader +1
(if you have windows on the second harddrive it maybe (hd1,0) or if you have it on the first harddrive and the third partition it may be (hd0,3), so you get the idea.)
Just add them to the end of the file and then reboot, the file is read by grub each time you boot up. If the lines are already their, then it could be that the bootloader is just going to fast and automaticly booting into Linux before you get a chance to hit enter or whatever. Some LCD displays have some problems switching resolutions fast, I noticed. Then just add a # before the "hiddenmenu" option to comment it out and make the timeout= number a bit bigger.
Hope that helps.
edit:
At boot time you can access the command line parameters by hitting 'c' button I think, it's one of those. And if you want to input the command manually it would be:
rootnoverify (hd0,0)
chainloader +1
boot
And that should do it, I beleive.