Just for future reference, this has happened to me before, and I would be willing to bet money that I know what you did.

You probably did a quick format of your hard drive, which doesn't really erase the data on the drive. It just marks the sectors as usable by the system and your data is actually still there - just invisible. Some Linux boot loaders boot the kernel by calling directly the sector where the kernel is written. When it does so, the kernel is still there and will boot.

You can do 2 things to prevent that from happening. Run "fdisk /mbr" to clear the boot sector and get rid of the Linux boot loader, and use a long DOS format instead of a quick format to erase the data on the drive.