Windows and ubuntu don't use different partitioning systems mate. They both use MBR partitioning.
That's exactly where you hit your problem. As they share the partitioning system, you allowed ubuntu to take it over instead of sharing it.
Its not hard to set up a dual boot with ubuntu. There are tutorials everywhere.
I recommend this one:
https://help.ubuntu.com/community/WindowsDualBoot
I am a linux user and use it for everything but as I don't game much it does everything I need.
If you do a lot of gaming I would recommend you dual boot. WINE is a pain 90% of the time.