You can re-install Windows, no worries.
I assume in the following that you have at least Ubuntu 9.10, if not 10.04.
First step: boot on a live CD.
Mount your ubuntu partition from Places menu, check with mount | tail -1
You should see something like
/dev/sda2 on /media/0d104aff-ec8c-44c8-b811-92b993823444 type ext4 (rw,nosuid,nodev,uhelper=devkit)
Go into this folder, /media/yourUUID (replace yourUUID with 0d104aaf etc, depending on what you got in the previous command).
Type ls, you have to get config-2.6.22-2-686, grub, lost+found, etc.
If you don't, try a different folder.
Once you get the correct UUID, you can re-install the grub:
sudo grub-install --root-directory=/media/yourUUID /dev/sda
(replace yourUUID with your own sequence)
You should get this message:
Installation finished. No error reported.
This is the contents of the device map /boot/grub/device.map.
Check if this is correct or not. If any of the lines is incorrect,
fix it and re-run the script `grub-install'.
Reboot, and voila, the grub menu gives you Windows and Ubuntu !