There are several ways to fix this...
If you have the windows XP install cd, simply put it in the drive, boot from it, and start the setup program
It will detect your previous windows installation and give you the option of the recovery console, by pressing R I think.
go to the recovery console and type FIXMBR to overwrite the MBR with a new one.
Also, you should be able to boot into windows from the grub prompt by typing :
change the (hd0,0) to whatever your windows partition is (probably (hd0,0))
hd0=first disk, hd0,0=first disk, first partition
as for making a bootable pen drive...you got me there.