basically it goes like this:
- install windows first, leave HD space for linux
- install linux, but do _not_ install bootloader. instead, make a bootdisk when the setup asks for one to be made
- after installation, reboot with the disc. install a bootloader onto a floppy, and make it's default entry your linux (and if you want this to be quick, set the timeout to 0 so that linux is booted immediately)
now when you start up the machine, windows will be loaded because no other bootloader is present on HD. instead, when you plug a floppy in, (assuming your BIOS is set to boot first from a diskette, and after it from HD/CD) the bootloader is read from floppy and your linux is booted from the HD instead of windows.
so it's not that difficult
good luck.
EDIT: of course, if you already have windows installed, you don't have to reinstall it
so just go ahead and install the linux if you already haven't.