Ok, here's where it gets icky. Do you have your XP disk, or a boot disk for it?
If not, if you install to the Master Boot Record and XP decides it doesnt like the bootloader, it may not work, or overwrite it and leave you unable to boot linux.
If you have a floppy disk, install your bootloader on that for now, and the XP one can remain in your MBR unaffected.