Speaking of boot, try to figure out which key is assigned by BIOS for getting you to the boot screen for your computer. It could be F12, or F9 or F10, just make sure you press the right key to be able to boot from CD/DVD.
As for deleting your old partitions, I suggest you use the Ultimate Boot CD . It is a fine piece of work, and it is free. The iso image is around 600mb and it fits on a regular CD. Download it using the torrent link provided in there, burn it on a blank CD, and then reboot with your new Ultimate Boot CD in tray. At first boot screen you'll see a menu from which to choose (many, many useful tools in there for both Windows and Linux, including GParted).
What you need is to access the HDD - Partition Management section, and from there to select the "Cute Partition Manager" tool. Let it load al its modules, and when finished loading do not press BROWSE instead press OK. You should finally get to the partition table for your HDD device.
Delete all partitions in there, starting with that SWAP section, and moving to the other ones (if there are more than one left). To be able to delete partitions use the assigned keys listed at the bottom of the screen. Do not forget to save your empty partition table at the end (there is a key, I don't remember which one, for saving final partition table, press it and save your empty partition table). Exit Cute Partition Manager, take CD out of tray, and reboot, then power-off your PC. Your hard-disk should be fresh and cute like a baby now :) .
If you prefer GParted instead, then use that one, it is located in the same section: HDD - Partition Management.
You can install Win7, and make a dual boot with Ubuntu after that. Do not use Cute Partition Manager to repartition your hard-disk. I don't think Gparted is an option either if you want to install Windows and Linux in dual boot.
Better to use a bootable WIN-XP CD to partition your entire HDD (primary and extended partition). WIN7 DVD does not create extended partitions, only primary partitions, and I am sure you want to add extended partition (I suggest you create more than one logical drive inside the extended partition). Leave enough free space for a Linux installation, or even better create a raw logical drive inside the extended partition for your Linux system.
Please be aware that you will loose all your data from the hard-disk after deleting your old partitions. Use it at your own risk, don't blame me if you forget to back-up important data before using Ultimate Boot CD to wipe up your HDD.