It seems that you installed the Fedora bootloader to the root of the Fedora partition instead of to the MBR (master boot record) of the hard drive. Here is a HOWTO which explains how to setup the xp bootloader to also boot Fedora.
You also have the alternative of re-installing Fedora. This time, install the grub bootloader to the MBR instead of to the root of the Fedora partition.
Be advised that if you reformat the Fedora partition, and do not install another Linux distribution in it's place, you will not be able to boot windows without a boot disk, or until you boot your xp rescue disk to repair the MBR for xp booting.