You can open /etc/default/grub file with the following command,
gksudo gedit /etc/default/grub
gksudo kate /etc/default/grub
This is what it should look like,
# If you change this file, run 'update-grub' afterwards to update
The number at the end of this line can be changed to make the highlight bar or selection bar in the GRUB Menu appear automatically on any GRUB Menu entry we like.
0 (zero) tells GRUB we want the first or top GRUB entry automatically selected unless we over ride that selection with our up or down arrow key during boot-up.
Any number greater than 0 (zero) will mean boot entries further down the GRUB Menu will be selected instead.
Alternatively, replace the number here with the word 'saved' to enable the grub-set-default command to work.