What did I do wrong? (Linux)

I recently installed Ubuntu 12.04 on my desktop in a dual-boot configuration with Windows 7. My motherboard, an Asus Sabertooth 990FX, uses UEFI and apparently does not recognize the GRUB loader by default as I am used to from past dual boot setups I have done. Normally I am used to having the GRUB screen come up and selecting which OS I want to boot to from there but now I have to first tell the system to boot the Linux HDD to get it to load GRUB instead of booting directly into Windows. Is it a mistake I made in setup or is it an issue with UEFI boards?