Ah - that was unexpected! So, you're using a HP 'puter that has a built-in partition for recovery. Well, we don't want to point to that, right? So the thing to do is find out where your Windows partiton is and point to it. So, back to the terminal, again sign in as 'su -' and type:
which will give you a response like this (my system, not dual-boot)
Disk /dev/hda: 80.0 GB, 80026361856 bytes
255 heads, 63 sectors/track, 9729 cylinders
Units = cylinders of 16065 * 512 = 8225280 bytes
Device Boot Start End Blocks Id System
/dev/hda1 * 1 13 104391 83 Linux
/dev/hda2 14 9729 78043770 8e Linux LVM
Now, you can see where your Windows partition is (unless you've goofed and written right over it).
So, go to this thread: http://www.fedoraforum.org/forum/showthread.php?t=975
and read the section on "GRUB and Linux Partitions" to make sure you understand the terminology. Once you've determined the correct sequence, go back and again 'gedit /boot/grub/grub.conf' and make the changes to bypass that HP recovery partition and boot Windows.
Edit: JEEZ - I either have to type faster or say less! Way past me on this one already!