You may need to re-partition and re-format your hard drive first. Thus you will lose anything you have in Fedora 3, so back up anything that you find precious... I would reccomend using fdisk to delete your current partitions and set up a partition for Windows. (Use the partitioning tool that comes with Fedora (at least, there was one with previous versions of RedHat) to deal with your Linux partitions later on). Then install XP. Keep in mind that Linux and NFTS (one of XP's file systems... the default one, I think) don't get along well (or didn't used to, at any rate), so you will probably be better off sticking to vfat, which Linux has no problems with. Also, make sure that you install XP first, because it rewrites the Master Boot Record when it installs and doesn't like to share... if you install Fedora and then Windows you won't be able to boot Fedora.
Hope this helps.