I'm afraid you're heading down a path to frustration, but it's not too late to correct course.
If your computer is this one, it looks like it's got a 64-bit CPU and 64-bit EFI. As such, installing a 32-bit Ubuntu (apparently in BIOS/CSM/legacy mode) was a mistake. You're now trying to install (apparently 64-bit) Windows, and the Windows installer is complaining about the MBR partition table, but that's a misleading error message -- it should really be complaining about your boot mode (you've booted in EFI mode, but it needs to be in BIOS mode to be happy).
Almost all modern computers use EFI (or UEFI, which is EFI 2.x) firmware. This type of firmware replaces the much older and less capable BIOS firmware. Confusingly, many people, and even manufacturers, refer to EFI as "BIOS." This encourages applying BIOS-specific knowledge to EFIs, but doing so usually results in incorrect inferences being drawn. Adding to the confusion is the fact that most EFIs provide a feature called the Compatibility Support Module (CSM), which enables EFI-based computers to launch boot loaders and OSes designed for older BIOS (or "legacy") firmware.
One of the drawbacks to EFI is that it's difficult to boot an OS of a different bit depth than the firmware itself. That is, if you've got a 32-bit EFI, you're limited to running a 32-bit OS; and if you've got a 64-bit EFI, you're limited to running a 64-bit OS. The easiest way around this limit is to enable the CSM and install in BIOS mode. This seems to be what you've done. There are few or no real advantages to running a 32-bit OS on a 64-bit computer, though; in fact, as described by Linus Torvalds himself, 32-bit imposes significant limits once your RAM expands above 1.33 GiB. Thus, the better choice for you would have been to install a 64-bit version of Ubuntu. This would have given you better options today. As it is, you have a number of possible choices, but the two best ones are:
- Reconfigure for 64-bit EFI-mode -- You can back up your personal data, delete the existing partitions, disable the CSM, install Windows 64-bit in EFI mode, install Ubuntu 64-bit in EFI mode, and restore your data. In the long term, this is the best solution, but of course you'll need to back up and restore your personal data, do two OS installations, and possibly deal with some hurdles concerning boot mode and the partition table.
- Install Windows in BIOS mode -- You can boot the Windows installer in BIOS/CSM/legacy mode and install it that way. The result will be that both OSes will boot in BIOS mode, and you won't have to re-install your 32-bit Ubuntu. In the long term, though, you'll deal with the drawbacks of a 32-bit Ubuntu installation, slightly slower BIOS-mode booting, and perhaps other minor disadvantages with to this installation method. There's also a modest chance that the Windows installer will damage the partition table. (It does poorly with MBR configurations with more than four partitions.) Thus, backing up your personal data, just as in the preceding option, is highly recommended; and you may have to deal with unexpected problems.
Key to either of these options is learning how to control your boot mode. Unfortunately, details vary from one computer to another. Completely disabling the CSM is usually a reliable way to force an EFI-mode boot, but the option to do this in the firmware setup utility goes by various names, so you may end up poking around a bit to find it. If you go with a BIOS-mode Windows install, you'll need to find an option to boot the installer in BIOS mode. Typically, the computer's built-in boot manager has two options to boot external media. One option usually includes the string "UEFI" and boots in EFI mode, while the other option lacks this string and boots in BIOS mode.
Complicating this control is the fact that boot media may include BIOS-mode boot loaders, EFI-mode boot loaders, or both. If the medium lacks a given boot loader, you won't be able to boot it in that mode. Tools to convert
.iso files to bootable USB flash drives can omit one or the other boot loader, even if the original
.iso file has both. Thus, you may need to adjust options in whatever tool you used to create the
.iso file or switch tools entirely.
For more on the CSM, see my page on the subject.