That update-grub command is a GRUB 2 command. Fedora 15 still uses legacy GRUB by default. So unless you installed grub2 in Fedora 15, you generally have to edit /boot/grub/grub.conf to add a menu entry for most other operating systems. Anaconda (the Fedora installer) created your grub.conf file and is usually good about detecting a Windows system and creating a menu entry for it (usually "Other"). But Anaconda also is well-known for botching the partition number for Windows sometimes. It's usually easy to fix. I recommend that you post the contents of grub.conf and something to depict the partition layout.