As far as I'm aware, while the XP "should" go straight onto whatever hard drive you tell it to, it normally will automatically overwrite the MBR.
Then the options are make a boot disc so you can boot the linux distro and then re-run (or is it re-install) lilo, telling it to go to the first section of the MBR so you have a lilo based option for the dual boot
Install the XP, then re-install the linux distro.
It may be a good idea to try the first option, because if it doesn't work, you can then just follow up with the second - Personally I'd go that way, because I have a seperate /home partition and a linux re-install doesn't touch that, so there's no corresponding loss of personalisations or personal data (mail etc etc).
p.s. There may be a better way of doing this, but (a) I don't know what it is, and (b) the process as explained above is painless and relatively straight forward!
Hope that helps some?