Problem Uninstalling Ubuntu 9.04 on Win XP

I have installed Ubuntu 9.04 with Wubi inside Windows XP (like regular app) and when I start my PC there is a option menu which is asking what I want to use – Windows XP or Ubuntu. The thing is that I reinstall Ubuntu OS (its just not for me), but the option menu at start up is still there.
The PC is working fine, but its just annoying. What can I do?
Should I reinstall Windows OS?
