I have installed Linux parallel to Windows since I still need Windows for image and video editing. Because Linux is my main system, I’ve set the timeout of GRUB to one second so I don’t waste a lot of time but can still change the OS to boot if I am quick enough. But when I reboot from Linux to switch to Windows, I always miss this one second :-). So instead I run the following script, placed under /usr/local/bin:

#!/bin/bash
grub-reboot 2 #The entry's number to start
reboot

To make this work, you have to set the default entry to “saved”:
GRUB 1: In /boot/grub/menu.lst , set default to saved.
GRUB 2:

In /etc/default/grub , set GRUB_DEFAULT=saved
run sudo update-grub