Blank menu.lst file after installing Ubuntu9.10

"As the comments point out the new Grub is just setup differently. Now you'll want to make your personalized settings changes in the file: /etc/default/grub

At a terminal:

sudo gedit /etc/default/grub

Now you can change the relevant setting (just like the settings you were accustomed to in the previous version).

More information can be found at this helpful thread: Grub 2 Basics

Also take note of the section talking about the files contained in: /etc/grub.d/"