Glad that you were able to solve the problem. It has been a really long time since I installed Windows.
Also, as far as I remember, it should not delete anything.
I have a nice story regarding this. Once I was "troubleshooting" my friends computer - some problem with Windows XP, and he wanted a reinstall because the computer won't boot (nothing related to Linux). He had very important data in his "Desktop". Unfortunately, he told me this while
I was in the middle of installation. Fortunately, the installation CD couldn't find some driver, so it prompted for specifying its location.
At that point, I saw that all the drives were already mounted, and right-clicking any file would give you all the options available while running Windows normally! Naturally, it means I had copy/paste available
So I copied his Desktop to some other drive.