What linmix is suggesting certaily will work, but it doesn't really help you learn about the linux way of doing things, and is backwards from what most linux distros do.
The problem is that when you installed grub you told it not to install into the MBR, and so the Windows boot loader is still operating.
Fortunately, this is easy to fix - you can install grub into the MBR at any time (assuming you can boot to a command prompt) and set up grub to allow you to boot into FC2 or Windows.
1. Boot into a linux command prompt using your FC install disk 1 - at the boot: prompt type 'linux rescue' and press return. It should try to find your existing FC2 install and mount it under /mnt/sysimage (or something like that - it'll tell you where it's putting it.)
2. Find the grub binary and run it like this:
Change the path as appropriate.
You'll now be at a grub prompt. Enter the following commands:
grub> find /boot/grub/stage1
This will show you the partition that has the grub boot files on it, such as (hd0,6).
This tells grub where your /boot partition is. Change the '6' to whatever the partition # is from the above command.
This tells grub to install itself into the MBR.
Now quit our of grub and reboot:
When your system starts booting now it should load the grub bootloader instead of the Windows bootloader, and assuming you had grub set up properly it should give you an option to boot into either OS. If you don't have an option to boot into Windows add something like this to your /boot/grub/menu.lst (or grub.conf) file:
title Windows XP
Note that you can also reinstall the Windows bootloader by booting from the WinXP install disk, going into rescue more, and entering the 'fixmbr' command.
Note 2: If grub can't find the /boot partition stuff it's probably because it's not mounted. I'm not certain if the rescue mode mounts the /boot partition normally. If it doesn't work, say so and I'll give you some more things to try.