depending on what you want to do, the solution is fairly simple. If you want to dual boot Ubuntu with Windows, first you'll need to create an NTFS partition to install Windows XP on. You can do this using gparted. I would recommend creating a partition of at least 40GB or larger. Then after creating the partition, reboot using the XP install CD and install Windows on the new NTFS partition. You'll lose the ability to boot into Linux at this point, but that's easily fixable.
You can reinstall GRUB by booting into a live CD and chroot into your existing install
and then just reinstall GRUB to the hard drive MBR
mount /dev/sda1 /mnt
mount --bind /proc /mnt/proc
mount --bind /dev /mnt/dev
If all you want to do is simply wipe the hard drive and install Windows, there are several ways to go about doing it. You can zero out the hard drive using dd from a live CD
or if you feel the need to securely wipe your hard drive you can use a tool like DBAN http://www.dban.org/
sudo dd if=/dev/zero of=/dev/sda
If you plan on switching operating systems, it's typically a good practice to wipe a drive before installing. MBRs can get a little goofy when written to repeatedly and can cause booting errors.
Once you've wiped your drive, just install Windows as normal and proceed from there.
*** Oh, and as a courtesy to the other members of this community, please refrain from bumping threads within 24 hours of your initial post. Keep in mind that the forums are just that -- forums. If you need an answer in what you consider a timely fashion perhaps you may consider purchasing technical support from Canonical.