Windows expects the BIOS clock to be set to local time, and modifies it when you switch time zones. Linux generally expects the system clock to be set to UTC, and translates it to local time whenever you display it. Just a difference in defaults.
There is a hack to make Windows run the system clock in UTC, but you can change /etc/default/rcS on your Ubuntu drive to say UTC=no and be supported by both OSes, I believe.