This is likely an artifact of installing Debian's GRUB bootloader into the Master Boot Record of the default boot-up hard drive, which is most likely your Windows drive.
If Windows can't detect its bootloader, it will display nothing in that dialog that you refer to.
When I dual boot, I prefer to keep each operating system isolated on its own disk. That is, I let Windows own the MBR on its hard drive, and I let Linux own the MBR on its hard drive. That way, you can remove one of the hard drives, and the operating system that remains can boot on its own.
The way you have it set up, I believe that if you took out your Linux drive and tried to just boot the Windows drive, it would say something like "GRUB" when booting up, or would give you a minimal GRUB shell from which you'd have to enter something like:
root (hd0,0)
chainloader +1
boot
in order to boot your Windows drive (if you're lucky; that may not even work).
You could probably boot up a Windows repair console and run fixboot
to restore the Windows MBR, then install GRUB on the hard drive running Debian, to get a configuration similar to how I have it. But if you don't plan on removing one of your hard drives, then your current setup will continue to work fine.
Hi, BTW. I think I answered a question for you yesterday. :)