This is no longer true, because the 2.6.XX kernel is too big to fit on a floppy.
Follow the directions here;
http://www.redhat.com/advice/tips/dualboot.html
Remember where you installed the Linux booloader to and adjust the directions to match. You can also read how to make a grub boot floppy or CD;
http://www.gnu.org/software/grub/manual/
And you can create a boot.iso image to boot from CD by reading(if installed); man mkbootdisk
mkbootdisk --iso --device boot.iso `uname -r`