If you want to get rid of linux why do you want to keep grub?
Generally, the files grub uses to boot are stored in the /boot directory of your linux partition. So formatting that partition will destroy grub. If you're only using windows then I'd recommend reinstalling the windows boot loader.
This can easily be done with the Windows install cd, the SuperGrub cd, or even more easily, with Lilo.
To use Lilo, install on your current linux distro and execute the command:
lilo -M [device] mbr
where [device] is the device where grub is installed. That worked for me but no guarantees. The windows cd is the safest way to go.