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If the BIOS is looking at the USB drive to boot, you can rewrite the MBR of your Windows drive (most likely sda) so that Windows boots with it's own bootloader if the BIOS is changed to boot sda first.
You can repair the MBR with a Windows CD. You can also do it from within Ubuntu if the Windows files are intact and the sda boot flag still points to the correct Windows partition.
Install an app called lilo with the first command, and run the second to point the MBR to your Windows (sda) drive. The commands will ask you to fully configure lilo, but only run these two commands. If you reboot without the USB drive connected BIOS should display the Windows bootloader:
sudo apt-get install lilo
sudo lilo -M /dev/sda mbr