You need to put them above line 52 - not just above the Ubuntu entry.
Not below. Otherwise it will be modified, just as the file itself says.
### BEGIN AUTOMAGIC KERNELS LIST
## lines between the AUTOMAGIC KERNELS LIST markers will be modified
## by the debian update-grub script except for the default options below
** Changed in: ubuntu
Status: New => Invalid
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[Gutsy] Windows no longer on Grub list
https://bugs.launchpad.net/bugs/147524
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