It looks like you have a corrupt partition table.

What I suggest first is boot up with your Win XP disk in the CD/DVD drive and enter Emergency Recovery Console.
Type
fixboot

This should remove grub and give you a working windows install.
You cant delete linux partitions from windows (only fat32 and ntfs)

If you still have trouble you maybe be able to use Acronis or other partitioning software to create your partitions.
Personally I always install linux in extended partitions, and reserve primary partitions for OS that can only use primary
i.e. Solaris, FreeBSD and Syllable etc.

HTH