Do you have the Ubuntu & Windows on the same partition?
If so, start using windows, goto the Control Panel and delete Ubuntu.
If on a seperate partition, format that partition.
If this was set up up as a Dual boot system, you may have to open Boot.ini, and edit out the line containing the Ubuntu line.
If you need to do this open in NOTEPAD, not wordpad or word processor, as this is a text file with no formatting.
To find boot.ini, you will need to set your machine to see all files (system & hidden).
Instead of removing the above line, put a single speech mark (on @ key), and this will tell the system to treat this line as a comment and ignore it.