Did you use gparted live: http://gparted.sourceforge.net/livecd.php
for the partitioner? That would be a good first step. Then, set up NTFS, Swap and Ext 3 as you want, NTFS being on the first partition for XP's preferences. After that, install XP and finally Fedora so that grub overwrites the mbr and allows a dual boot.
So, where you are now, maybe you can save a whole reinstall of everything if you do this:
1. Boot off the 1st Fedora CD or use the Fedora Rescue CD
2. At the boot prompt type 'linux rescue'
3. The rescue mode will find the fedora installation
4. Type 'chroot /mnt/sysimage' (without quotes)
5. Type 'grub-install /dev/hda' (to install Grub to the MBR of the 1st HD)
6. Restart and you should get the boot menu - of course XP will be identified as 'other'.