Ok, it sounds like you weren't successful in wiping the Vista partition (all the files off of there). The bootloader on your drive might have still existed when you attempted to merge the partitions. Since the Vista version overwrote the bootloader for your XP partition, your computer can't load Windows XP's files.
A solution - First, wipe out your Ubuntu partition and completely format the PARTITION, (leave your XP files intact), and if possible remove the partition in it's entity, leaving only the free space (which is what you SHOULD have done before you attempted to merge the two sectors...). Boot into your Windows XP installation disk (if you don't have it, there are lots of makeshift disks that can rewrite an XP compatible bootloader). Go into the recovery mode, and you'll be in something like Command Prompt.
It'll probably ask you for an administrator password - If you have one, enter it. If you don't, leave it blank and accept.
Type each of these lines (press Enter after each line, since they are separate commands):
bootcfg /rebuild
/fixboot
/fixmbr
Assuming that the previous Vista partition was wiped completely into free space instead, you should be able to boot up into Windows XP. Use a program or the built in one to allocate that free space and combine it to your XP partition.