According to my knowledge and experience, you could do as below: (This is for Win XP)
1. Back up your important data well in case of any data loss in the following operation.
2. Right click “My Computer” to select “Manage”
3. Double click “Disk Management”.
4. Right click the volume that you wan to delete and hit “Delete Volume”.
5. Right click the volume that you want to expand and select “Extend Volume”. Afterwards, your computer will automatically emerge them for you.