I suggest that you make the Windows drive either the primary slave, or the secondary master. Make the linux drive the primary master. Install linux. In the the linux drive you should have a directory '/boot/grub'. In that directory, you shoould have a file 'grub.conf'. You will need to edit that file.
If you have made the Windows drive the primary slave, it will be known to grub as hd1. Depending on what other drives are installed (CDs, DVDs, etc), it may be known as hd1, hd2 or hd3 if you attach it to the other bus.
You will need to add an entry to grub.conf, that loks like this:
title Windows XP
map (hd0) (hd1)
map (hd1) (hd0)
Put this right at the end of grub.conf
Reboot, select 'Windows XP' to run Windows. Select the other to run linux.
Run 'info grub' to see how to make other changes to the boot menu (eg. defaults, timeouts, etc).