If you just set the BIOS to boot from CD rather than HDD (hard drive), it will start your Windows XP installer up for you. Once it has started, simply delete all partitions on the hard drive and create a single big one for the Windows XP install. That wipes Ubuntu completely, especially since it will also write Windows-specific contents to the hard drive's MBR (master boot record) -- the thing where the Ubuntu's boot up menu now lives.
The only possibly tricky part in all this is to find your BIOS settings. If you still have it, your motherboard's manual should tell you how to do it.
If not, restart your computer and on the first screen that comes up look for a line that says something along the lines of "Press to enter setup..." or similar (common keys are Delete, F2, F12, Escape). That's what you want to do. Keep restarting the system until you find it. Hit Control-Alt-Delete if you missed it.
Once in the BIOS's setup, you look for something that is related to the boot order. Set it so that the CD comes before the hard drive, save your settings, and exit the setup. Your computer will restart itself and it will boot from CD, starting the Windows installer for you.