Depends on how exactly you installed Ubuntu in the first place.
If you burned a CD or made a bootable USB and installed to your HDD from that then you will have to use the steps listed in the link provided by swapnil99pro.
If you installed from the Wubi executable and "slipstreamed" it as a file in the Windows OS, Ubuntu can be uninstalled by running the Wubi executable again and pressing uninstall. This will delete all Ubuntu files and reset the bootloader to automatically boot windows again. Alternately I believe that it can be uninstalled through "add/remove programs". Please try the other method first though as I'm not sure whether the bootloader gets reset when using the "add/remove programs" method.
Why are you getting rid of Ubuntu out of interest?