Hi, JediDrunk. Do you play Jedi Knight 2, cos I do... lol.
Mandrake 9.1 was my first distro too. When XP asks you to create a partition, create one (preferably with NTFS, since I think Mandrake 9.1 can resize NTFS partitions if needed and NTFS is of course better than FAT32) leaving about 5 GB of hard disk space left (or 10 GB if you can). After installing XP and having it work fine, boot the computer with the Mandrake CD in the drive. Mandrake will at one point ask you where to install - choose "Use Free Space".