After installing UBCD4Win, you’ll be prompted on first launch to search for the Windows XP installation files.
I’d just choose No and manually pick the source in the next step.
Download the Ultimate Boot CD for Windows
Geek Repair: Create Your Own Ultimate Recovery CD
If you've ever had booting problems, spyware or viruses, you've likely attempted to boot from the Windows CD and run some repairs... but sometimes that's just not enough. Sure, you can easily backup your data using Ubuntu, but a much better option is to use the Ultimate Boot CD for Windows.
