EasyBCD does not require that GRUB be installed to the bootsector or MBR in order for Ubuntu to work (the "GRUB is not installed" option), but if you select it then you
must have a valid menu.lst file for EasyBCD to parse and use to locate your Ubuntu installation.
If you've never installed GRUB, you won't have menu.lst
The best method is to follow the steps in the Wiki. But if you don't want to reinstall, have a look at NeoGrub. Instructions on booting Ubuntu with a manually-configured NeoGrub setup:
NeoGrub Linux - NeoSmart Technologies Wiki