Maybe the "Micca Spect media player" you mention did some formatting of the HD on it's own, I'm not sure if you were trying to use the HD with the player already. And does "The installation went well and I booted into Ubuntu (14.04 LTS with full drive and home folder encryption)" refer to anything that was done to the HD in question?
I wouldn't use Disks (gnome-disk-utility) for any serious partitioning, it lists the Partitioning as "Unknown ()" for /dev/sdb, and there shouldn't be a 2nd entry for a regular HD - it doesn't even list a device either. Maybe it doesn't know about or has bugs with GPT partitioning, which I'm suspecting is the problem, especially given your error "... without being partitioned." But your error messages mention parted, could still be Disks' problem though.
Try gparted instead, it's a nice reliable gui for parted, and knows about GPT partitioning. May need to write a new Partition table too, then partition/format.
And could run sudo parted -l to see partition info about all your devices. (For fun, sudo fdisk -l would show similar info, but it doesn't know about GPT).
I would also consider the possibility that the HD enclosure you're using is doing something funny, or the USB cable, hub, ports, etc... taking the HD out of the enclosure & plugging the HD directly into a computer is a backup plan.
Searching for the "Error: /dev/sdb: unrecognised disk label (udisks-error-quark, 0)" message gets a few results where the HD is failing too...
Best Answer
After installing Windows XP, be sure to run boot-repair from a live CD to get GRUB back.