WinXP might overwrite your boot sector. In case this happens, make sure you have a bootable floppy which can boot to your Fedora installation.
Get a floppy, format it :
install grub on the boot sector of that floppy, as root user:
Try to reboot with this floppy and see if it boots from it, remember that the floppy still needs your fedora installation, so don't remove your fedora installation, otherwise your have to boot manually with grub at startup.
Reinstall XP on the same partition it was before
Boot from your floppy into Fedora
reinstall grub on your hard drive:
take a look at this site as well: