My Macbook dual boots Mac OS X 10.5 and Windows XP, they work fine and all but there's a little something that's bugging me...

When I hold down the option button at startup, this is supposed to show up...


But when I try it, only the Mac option shows up :/
I work around this by setting Windows as the default startup system and holding the option key during startup if I want to use Mac, it's just bugging me that it doesn't show up like in the picture...

Does anyone know how to get the Windows option to show up?