Switching OS from Ubuntu to XP?

Sounds like that you are using Wubi since you said that you didn't use any USB drives and CD's.

To access your C Drive in Wubi, click the Folder icon on the launcher, then click File System on the sidebar. Go to /host and you will see your C drive on Windows XP.

To uninstall Ubuntu, go to the Control Panel and uninstall "Ubuntu".

Your files will still be there as usual. But not those files that you created in Ubuntu.