Hi, I just got XP / Fedora 3 dual boot working myself after some minor agony, so I'll try and help.
If you installed GRUB on the linux boot partition and not the MBR it is not going to load it because its loading the xp boot loader on your primary hd; which automatically boots windows and doesn't give you a menu because it is not aware of the presence of another op system besides windows.
This is fine (in fact I had to do it that way because when I tried at first to put it on the MBR it messed windows up real good and i couldn't get it to work right until I used the xp install cd to repair the MBR).
All you need to do is add the boot information for your linux to XP's boot menu. What you need to do is boot into windows and download this program I found that is specifically made to fix the problem. Its called Bootpart and you can get it here.
What you do is unzip the bootpart.exe file, open a command prompt and go to wherever you put the file and run it. if you just type bootpart, it will list your drives and partitions and number them. look and see what number it lists the linux boot partition as.
Then type bootpart <part_number> <filename> <name_of_system>.
This creates a boot file containing the required information about your boot partition and it also edits window's boot.ini file for you and puts a reference to the created boot file in it so when you boot it shows up in your xp boot menu.
After you do that, all you should have to do is reboot and you will get xp's boot menu with the option to boot xp or linux and if you pick your linux it will go to the boot partition you installed grub on and run it and start linux properly
Part number is the number of the linux boot partition, filename is what you want the boot file it creates to be called and name of system is what you want it to say in the boot menu. For example, in my case I made the linux /boot partiton the 2nd partition on my 1st hd so it got listed as number 2, I wanted the file called fedora3boot.bin and I wanted it to say Fedora on the boot menu so I typed:
bootpart 2 fedora3boot.bin Fedora
I'm not sure if you will have the other problem I had but in case you do I'll tell you that I had to make the /boot partition on my primary hd even tho I was installing the rest of fedora on a diff hd before it would access it properly but I think it had something to do with my particular drive setup and the fact I was installing linux on an SATA drive when my main drive is IDE and fedora seemed to install fine but then couldn't find the boot partition when it was on the SATA drive.
As far as your warnings of partition inconsistencies I'm not sure if that is going to cause any further probs for you or not but it doesn't sound healthy. If you don't have anything important on the partitions it was complaining about you might want to try recreating them.
I hope my rambling might help you in some way. good luck.