"Ubuntu" should appear as an option under "Programs and Features" (alternatively "Add or Remove Programs").
If it doesn't, though, it is possible to use another program, EasyBCD, to remove the entry from the Windows bootloader (See this page, http://neosmart.net/EasyBCD/ - there is a free version for non-commmercial use at the bottom). Note: Please be careful with this as changing the wrong thing could render your OS unbootable (without some kind of recovery tools, at least)
Install and run EasyBCD, and choose "BCD Backup/Repair". Under "Backup and Restore Bootloader Settings", choose a folder to back up to and then click "Backup Settings" (this is useful in case anything goes wrong; I'd suggest doing this before making any changes from the program at all)
Then, click "Edit Boot Menu". There should be two options there (in my case, "Windows 7" and "Ubuntu"). Click the one marked Ubuntu, and then click Delete at the top. Make sure you do NOT do anything to the Windows entry; if you remove this then you will be unable to boot to Windows.
Once you restart the machine, the Ubuntu entry on your Windows bootloader should be gone.