The command you typed or copied in this case gives you a copy of the
menu.lst file called menu.list_backup This is only part of the job,
you will now cd /boot/grub/ Then you will open the menu.lst with
gedit by typing sudo gedit menu.lst

once again you will be asked for your password then the gedit editor
will open with the file you need to modify. A full set of instructions
have been commented out all you have to do is follow them and your
boot order will be changed.