Depends on how you installed Linux to dual boot with windows. They should be on separate partitions and you can delete the windows one. In that case you may also have a linux boot loader like GRUB installed and it may need to be reconfigured as well.
I'd try booting whatever linux distro CD you used to install it (Ubuntu?) and use the included partition manager.
It is best if you have some understanding of disk structures though. You don't want to cause any issues with the disks partition layout or the boot sector and master boot record etc. Technically the only way you could lose all your data permanently is to do a full low level format, but messing up the disk hierarchy could be a real pain.