I used the Boot Camp Assistant that came with it, the setup was fine except around installing windows.

The problem might be because of this:
At the formatting Windows Partition step I restarted the setup and kept choosing the "Leave the current file system intact." a few times before learning I had to chose one of the other options to get it successfully install Windows.

I don't really feel comfortable messing around with rEFIt, knowing me I'll mess up somewhere and it'll take me hours to get it right -_-

Windows shows up on System Prefs > Startup Disk but rather than the hard drive icon like the Mac it shows up as an icon of a folder with the Boot Camp symbol and named "Windows on WINDOWS"