Since you deleted Ubuntu partition, GRUB (which is what shows up with all the OS options) also got deleted.
You can do either of the following:
Install Ubuntu again - This will solve your problem.
Repairing Windows MBR (Master Boot Record) - After this, you will be able to boot into Windows.
I guess you know how to install Ubuntu. But if you have any problems, ask here or look over at web or at this link: http://www.ubuntu.com/download/help/install-ubuntu-with-windows.
And the link below, provides a tutorial on how to repair windows:
Changing Boot Preferences
Keep pressing F2 (the key might be different for different machines) while booting. That should bring up the BIOS.
Now you need to find out something like booting preferences (might be located in Boot tab or something like that).
Change the first preference to CD/DVD, this will enable you to boot from your repair/install CD/DVD.
Alternatively, you can select the first preference to be USB, in which case you can boot via LiveUSB and install Ubuntu again.