Is there ANY way I can convince you NOT to do this? It would be MUCH easier to simply dual-boot XP and Ubuntu on an IDE hard drive and NOT go through all the aggravation of installing an OS onto the SATA controller card. You could still use the SATA hard drive for file storage; booting from that SATA drive will involve a LOT of work simply so you can get the system to find it and NOT try to boot from the onboard IDE controllers.
Believe it or not, this is NOT a simple matter of installing some SATA card drivers, followed by installing Windows XP. In fact, this is a rather complicated process, not one I would recommend to anyone who wasn't a glutton for punishment or a hardware and operating systems expert. Your Shuttle system is more than 10 years old, and booting a SATA hard drive from that SATA controller card requires manual configuration of the CMOS Setup Utility. In fact, you actually have more problems than you might realize; because there is NO operating system on the SATA drive, you will FIRST have to use Ubuntu to format the SATA hard drive with NTFS, then use Ubuntu again to copy the XP installation files from the XP CD onto the SATA HDD. Only AFTER that has been accomplished can you begin the process of changing the system CMOS Setup Utility to boot from the SATA hard drive so that you can install XP and all the drivers,
If you're POSITIVE you want to do this, I can guide you through all the necessary steps, but you MUST follow the instructions I provide or you risk corrupting the data on the Ubuntu hard drive and THEN being forced to reinstall Ubuntu BEFORE you can even begin the process of installing XP on the SATA hard drive. Again, THIS IS COMPLICATED, even for someone who is very knowledgeable about old computer hardware, but, if you were an expert on old hardware, you really wouldn't need any help figuring out how to do this by yourself.
I'll say this AGAIN: this is a COMPLICATED process, with multiple steps that have to be followed in the right order simply to make the system boot from the SATA controller card and the SATA hard drive. Once the system can boot from the SATA drive, you will STILL have to install Win XP on the SATA drive, and THEN install the chipset drivers, the video drivers, the audio drivers, DirectX, and drivers for any peripheral devices you might have, such as a printer or scanner. After all of THAT is accomplished, you will have to install all of the XP updates, including Service Pack 3 if it isn't already embedded into your XP files. Once all of THOSE steps are completed, you will have to enter the CMOS Setup program during POST EVERY TIME you decide you want to switch from one OS to another.
OK, think this over; I've warned you MULTIPLE times that this is COMPLICATED. I'd rather tap-dance in a minefield than try to teach someone how to do this over the internet. If you have a LOT of free time to learn a skill that only a few old-time computer techs ever bothered learning, and you promise not to smash the motherboard when things go wrong, we can give this a shot. I have no way of knowing how qualified you are to attempt this, but I'm willing to do this because you're obviously not afraid of working with new hardware, and you are smart enough to use Linux. Under the circumstances, I will FULLY understand if you choose NOT to do this, but again, I'm willing to teach you if you're still willing to learn after all of the warnings I've provided here.