It can be done.
You should fix your post subject line. It is not descriptive. A better subject line would be: "Remove linux partition and/or convert to windows." See also http://www.knoppix.net/forum/viewtopic.php?t=16574

You will need to provide us with some details such as: Do you intend to keep the windows xp partition? Or do you want to delete _everything_ and then reinstall windows? Do you want to use the first partition in windows while keeping the second partition? Please be descriptive and detailed because if we give you the worng advice, you could lose all your data.