On one of my laptops, I'm dual booting Windows 7 and Ubuntu 12.04 with Grub2 as the bootloader.
I always forget what steps to take to "remember my last OS" when booting.
First, you need to modify /etc/default/grub:
sudo vi /etc/default/grub
By adding the following 2 lines:
GRUB_DEFAULT=saved
GRUB_SAVEDEFAULT=true
After modifying this file, you need to update GRUB's configuration by executing the following 2 commands:
sudo grub-mkconfig
sudo update-grub
Links
See the Ubuntu Grub2 Help Page or this Stack Overflow Answer