1) Install Windows onto the Primary drive
2) Install Linux on the slave
--> MAKE SURE you install grub onto /dev/hda MBR (the default)
---> You will see a point where you can configure extra boot options. There will be a "Fedora Core" label, as default, and a "other". This "Other" is Windows XP -- So click it, do "Edit" and label it WIndows XP
Finish the install, when you boot you will get a nice, easy menu
EDIT: Just another tip: You can do automatic partitioning but Manual works better: Map it you like this in same order and size.
Size | Mountpoint | [filesystem]
100MB /boot [ext3]
swap, double your RAM's size [swap]
1/2 your drive's remaining space /home [ext3]
All remaining, / [ext3]
This way, if you have to re-install, all you do is again, manual parititoning, and tell the system to format /, /boot and /swap, and use /home as /home without format. You'll keep all your documents, settings, etc.