So, GRUB is installed in your system's primary drive (which is where it "wants" to install itself by default).
At start-up time, does GRUB provide you with an option to book Windows or Ubuntu?
If you select Windows, does the system correctly boot into Windows? And does your Windows system still work, letting you run Windows programs, seeing the correct drives and disk space, etc.?
Finally, if you select Ubuntu at start-up time, what happens?
It's not a disaster that GRUB installed itself on your MBR, as long as it correctly identified your Windows operating system and lets you boot into Windows properly.