If you're using WindowsXP, you can just delete the Linux partition through Disk Management (My Computer-->Manage-->Disk management), then boot up from your WindowsXP CD and run the recovery console. Before you do this, it's a good idea to get the Administrator's password for you computer.
To do this, wait until the Windows Setup gets to the point where it asks you if you want ot install an OS, to run recovery console, press "R" on your keyboard. You will then see a black terminal-like screen pop up. type in "fixmbr" and press enter. Confirm that you want to do this after you get a warning saying doign this will mess up your computer wheel bad. It should take a second or two, and after you get the prompt again, you can reboot and it'll go back into Windows.
Basically what you did was rewrite the Master Boot Record (where Grub or LILO sometimes install themselves, depending on what you picked at installation), so that only WindowsXP boots up. Though it might be different depending on your setup.
edit: Go here for a more detailed description of what fixmbr does