Within the link Klaus told you, you can find this hint:
30_os-prober is the script that will scan the hard disks for other operating systems and add them to the boot menu.
Perhaps it isn't yet installed. Install it and try update-grub once more. There is no need to edit '/etc/grub.d/40_custom' manually.

Greetings Werner * http://www.wp-schulz.de/knoppix/summary.html
Own Rescue-CD (Knoppix V6.7.1 remaster)