When I decided to go LInux I wiped my hd of any trace of windows just to keep everything simple. Now that I have a decent understanding of LInux I want to get a dual boot running with WinXP so I can get the best of both worlds. How do I go about installing windows now? Appreciate the help.

This *will* get messy.
The MBR gets overlaid, you lose access to your Linux system ...
And that's the easy bit. But you do get to enjoy Windoze.
Depends on lots of things;
- how many hard disks you have
- where you want to install Win
- have you any primary partitions left
- which bootloader you want to use
...

Better spend some time searching.
Can be done, lots of people have, but it's MUCH easier to have Win installed first.

I Only have 1 hard disk, and I believe that Linux is on the only primary partition I have. I don't care where I install Windows or what bootloader I use. What is the MBR? Also you said I will lose access to my Linux system? If I lose access to it then why keep it at all? Appreciate the help.

A bootloader is installed in the Master Boot Record (MBR). Currently you have GRUB or LILO there. When you install Windows, it will install it's own bootloader over the installed one. The windows bootloader initially only likes windows and for that reason you will not be able to access Linux again.
You can fix this with a Linux rescue operation as provided by most (if not all) Linux installation disks or by fixing something in the windows installation..

The easiest (as said in an earlier post) is to install windows and next install Linux. Lilo and Grub are not picky and will allow you to add Windows to the boot menu.
But that's up to you to decide.

To start of, you have to create at least one extra partition so there is space for both windows and linux. This will imply that you have to resize existing partitions (data loss is a risk) or just remove all partitions and start from scratch (you will loose all data).

Depending on your needs, you will end up with a couple of partitions. In (pseudo) random order:
* partition for windows OS
* partition for windows data; I prefer the FAT32 filesystem here so I can easily share data between windows and linux
* partition for linux root (/)
* partition for linux swap
The sizes of the partitions depend on your requirements.

You can end up with more partitions depending on your requirements (e.g. a separate /home under linux for user data and a third windows partition)

If you start from scratch, only create the partitions for windows for now but leave sufficient space for the Linux installation.

Now you can install Windows

Once Windows is installed, you can install Linux (in case of a fresh install) or fix the bootloader (in case of resizing) so you can access both windows and linux again.
With some effort, it's possible to fix something in Windows (I don't know what and how) so you can also access your linux partitions using the windows bootloader.

Good luck