I agree with bingoUV's idea. In fact, you are kinda backing your way into the the so-called (by me, anyway) Jim Lawrence dual boot method. But I think doing it backwards will still work. I would actually power down, open the case, and pull the power cable to the Fedora drive. Next, install XP on the other drive. You may have to make that drive first in BIOS for XP Setup to proceed with the XP installation. Finish installing XP. Power down and reconnect the Fedora drive. If you changed the BIOS boot order to install XP, change it back now. You should be able to boot into Fedora as though nothing happened. XP will not boot at first, but it should when you add the following section to your Fedora's grub.conf file to boot XP...
map (hd0) (hd1)
map (hd1) (hd0)
If that doesn't work, come back and post your grub.conf and fdisk result.
See, here's the thing...
First, XP Setup must have a compatible partition (FAT, NTFS) on the drive that boots from BIOS for XP's boot loader files. Currently, that would be your Fedora drive. If there are no FAT or NTFS partitions on that drive, XP Setup will simply stop and refuse to proceed until you create one. So even if you are trying to install XP on a second drive, XP Setup will not do it if there are no partitions on the first drive that it can use for XP's boot loader files. This is how MS systems have booted since forever and still do today even with Vista. But the procedures that I proposed above will cause XP Setup to install XP on the SATA drive by making it the drive that boots from BIOS.
Next, XP Setup always writes new MS boot code to the master boot record of the drive that boots from BIOS. That is currently your Fedora drive. So even if XP Setup finds a partition for the boot loader files, GRUB will be removed from the master boot record, and only XP will boot afterwards. It can be fixed back as bingoUV said, but it can be prevented entirely by the procedures that I proposed above because the Fedora drive will be unplugged while XP is being installed.
Lastly, with a Linux system installed on the drive that currently is first in the BIOS boot order, you are virtually guaranteed to run into the "Balking XP CD" (as I call it). It's a well-known anomaly with the XP CD that sometimes occurs when a Linux system has been installed. When it happens, XP Setup halts immediately after printing "Setup is inspecting your computer's hardware configuration..." and then hangs the computer. The procedures that I proposed above will prevent that from occurring because the drive with Fedora will be unplugged at the time the XP CD boots up and starts XP Setup.
No promises, of course. And you have to know what you are doing there. But it all works in my imagination at the moment. You should try.