Thank you, Frank.
I had been to https://wiki.ubuntu.com/WubiGuide
before but clearly I did not read carefully enough the first time, mea culpa.
How do I migrate to a real partition, and/or get rid of Windows entirely? (I originally thought this meant losing my XP installation. However, this turned out not to be the case. The title is misleading)
Existing Wubi installs (9.10 and later) can be migrated using the following guide: http://ubuntuforums.org/showthread.php?t=1519354
The link took me here: HOWTO: migrate wubi install to partition
I downloaded the file wubi-move.sh (12.9 KB) and from my Ubuntu terminal, as root, ran the following command:
sudo bash wubi-move.sh /dev/sda7 /dev/sda5
/dev/sda7 is my new 40 GB partition for Ubuntu and /dev/sda5 is the swap file partition I had previously created for Fedora. Tell me if I'm wrong but I figure all GNU/Linux installations should be able to use the same swap file, since only one is running at a time.
Initially I had a drive partitioned into C: for XP and D: for Windows files. I migrated the files and repartitioned D: into 2 GB for Swap, 20 GB for Fedora, 40 GB for Ubuntu and the rest for my Windows files.
Before I could run wubi-move.sh, I had to format then unmount sda7. The program wouldn't work while it thought there was some installation already present. After that it worked like a charm. I had to answer Y once to tell it to set up grub, which I did with trepidation given all the partitions on the drive. My fears, however, were unfounded. I also had to answer Y to let it format the partition.
It did its thing and now I have my old Ubuntu installation, which was previously running as a file within Windows on my C-Drive, running happily on a new 20 GB partition with no losses. The boot loader recognized all my other installations and lists them as boot options and they all work. Thanks again, Frank.