When you installed Fedora did you tell the Fedora installer to overwrite your Windows XP partition? Or did you tell the Fedora installer to set up Fedora in a separate partition from Windows?
If Windows still exists and assuming that Windows is on what Windows calls the C drive then you can add some code to a Fedora file called /boot/grub/menu.lst which will put Windows XP on the grub boot list.
Boot Fedora, log in as root, and edit the file /boot/grub/menu.lst. Add the following code to the end of menu.lst and grub will add Windows XP as the last option on your grub boot prompt.
# Windows XP
title Windows XP
chainloader + 1