Welcome to LQ, Panos.
You will undoubtedly be able to choose WinXP as the default, but how you do this will depend on who Lycoris sets up it's boot loader. Do you know if Lycoris uses Lilo or Grub as the default loader? If not, you could always try going through the options in the Lycoris Control Center (or whatever).
Personally, if I were you, and I wanted to try a newbie-friendly Linux distro, I would go for Mandrake... they have been tailoring their distro for Newbies for ages, and seem to be getting it right! This is, however, just my opinion.