Replacing Ubuntu with Windows XP

"1. If you currently have a dual-booting Windows/Linux setup.

You use the Windows recovery console.

Boot from your Windows CD and get
into the recovery console by pressing
'R' when you get into the setup.
When the recovery console starts,
type fixmbr. This will clean Grub
and the Linux MBR.
Next type Map and make a note of
the HD devices names. One per disk you have.
Finally type diskpart /delete [device_name]
for each of your HDD drives.
device_name is obtained from the map
command above.

Type Exit. You will now be able to install windows normally.

Have fun.

Important Notes:

Note 1:
diskpart /delete will completely wipe out any partition on that device. So, do not do it for those drives you want to keep the data.

Note 2: If you have a drive with more than one partition but you wish to wipe just some, but not all, of those partitions, use [partition_name] or [drive_letter] instead of [device_name]. See here for full diskpart documentation and don't be afraid to ask if you have any doubts.

2. If all you have is Linux installed on your machine

On this case you can't use the recovery console. You need the Linux installation CD.

Follow the steps delineated at
Microsoft Support website
(KB314458)

Note on SATA drives:

Older windows XP CDs (before SP1 if my memory serves me right) will not recognize your SATA drives and produce a Setup did not find any hard disk drives installed in your computer error message during the early stages of XP Setup. This does not happen with later XP installation CDs, so if you have one of those, use it instead.

If you don't, read this article
and use a floppy disk.
If you don't have a floppy disk drive
(becoming the norm these days), you
can still deal with this problem. You
will be using a tool called nLite to
build your own XP installation CD
with the SATA drives already in.
Instructions here.

I hope this has finally covered all your problems.

All the best."