Do you have a bootable XP install CD? If yes, to boot it, you need to go into the BIOS settings and make your CD/DVD drive the first bootable device, ahead of your HD. When you set that up, any bootable CD should work.
As for removing Ubuntu, the easy way is to delete the partition(s) on the HD, crate new one(s) for XP and format them. Boot your XP install CD, and install.
Getting into the BIOS is done with hot keys. You may need to read the hardware doc for your system to find out what keys to hit, and when to hit them.