That's a common problem. Grub has it's first stage in the MBR along with the partition table, and the remainder of grub is in the Linux partition. When you delete Linux, the first stage of grub can't find the remainder of its files, and you get an error message.
Here is a thread with instructions on how to fix the problem using Ubuntu as a livecd:http://ubuntuforums.org/showthread.php?t=622828
It refers to a application called ms-sys, which I gather is no longer available in Ubuntu. However, in a search for the .deb of ms-sys, I found a source for 32 and 64 bit versions, as well as the source code to compile it:http://forums.linuxmint.com/viewtopic.php?f=42&t=108274
Note for future reference: when you decide to remove a Linux partition (if it's the only one), with the intention of continuing to use windows, fix the mbr using the windows recovery console before deleting Linux. If you have more that one distro installed, select another to boot into, and run grub config from there to keep things running smoothly.