I had windows xp installed in a 30 GB partition out a 40GB HD in my desktop. Recently, I installed linux successful ,but when I reboot the computer the windows xp choice did not appear on the screen. The only choice that appeared on the screen was LINUX. I believe I made a mistake while installing Linux. In the partition part, I chose "delete all partitions". My question is; Did I lost all the information that I have in windows xp? is there any way that I can possibly recover windows? Does anyone know any recovery software ?

"delete all partitions" inherently means you lost the Windows partition. It's likely Linux is installed on top of the Windows installation, making recovery impossible imo. If you reinstall Windows you will loose the MBR record for Linux and you'll have to reinstall Grub or Lilo afterwards. Use a livecd for this and chroot to the root partition of Linux.

You could use a free software called Testdisk. it reads your hard disk then shows you partition recoverable.....you could get into dos to see if you can get into your xp and run fixboot it will fix your boot part on xp and fix the boot. ini so it will appear Linux or if you want i think yuo can reinstall Grub or Lilo if you get into Linux using the start up disk for linux or using a Linux Live Cd like Knoppix . However you have to decide what boot software you are going to use from Linux or xp cause they are placed in the MBR.
Hope it helps you

"delete all partitions"
That is somehow like "format my drive" (especially if you then install something afterwards)

You may try those "testdisk" [of a Knoppix Live CD] with the files "read-only"

You maybe not able to get those files back ... (if really important - you need a special service provider for that costing more then your PC - and you should not touch in any way this harddrive now!)

If you would have still a windoze you could use recovery programs (but if I correctly understood you - it is all lost) for windoze [search google]

If you touch your partition table - you should better know what you do and think twice before starting it!

Also have in mind if you installing windoze and Linux on the same drive that better windoze installed 1st - on a primary partition - Linux in an extended partition _ with logigal drives afterwards. NEVER use the windoze partitioner if you have Linux installed ... it simply makes a mess in your partition tables.

Knoppix is a good tool if you start with an empty harddrive
[boot Knoppix with "noswap option"- open a root console - type in : qtparted - partitionate ]

The best way is to have windoze on 1st drive(master) and 2nd drive Linux (slave)