Here's what I would do when installing it (keep in mind that my computer's not a Dell):
1) Skip straight to Setting Filesystem Mountpoints (ignoring Auto-Partition and Create Partitions).
2) For swap, pick whichever swap Fedora created. It might be /dev/discs/disc0/part5
3) For "select the parition to use as /", use the root partition Fedora created. For me it was /dev/discs/disc0/part3
4) For "select any additional partitions to mount under your new root", select the boot partition Fedora created. For me, it was /dev/discs/disc0/part2
5) For "select mount point", delete what's there and type "/boot".
6) Proceed as usual. When you get to the configuring part, make sure you edit menu.lst and add this something like this at the bottom:
title Windows XP
I would open up the grub.conf that Fedora's anaconda installer generated and verify that that's correct.
IMPORTANT: I think some Dell computers have a special Dell utility partition as the first partition, so the partition numbers I had may be shifted by one in your case. Make sure you run cfdisk beforehand to check the partitions you have, otherwise you'll overwrite Windows instead of the Fedora boot partition.