You will not have problems with dualbooting RH with XP. I've been doing it for sometime now. When installing RH9, the installer will ask you where to install and which bootloader to use. Although Lilo is more popular, I found Grub to be easier to use. Tell the RH installer to automatically format, keep the current partition but use free (unallocated) space. It'll then show you the layout of the drive, and let you continue on installing.
I tried to install Mandrake 9.2 the other day on a win2k box using grub, but I found it wouldn't boot into win after installation. It was a test box so the results didn't matter. One thing I noticed about Mandrake, it didn't have as much detail during the install as I'd like to have seen.