i assume that you already have winxp installed.
when installing linux under the boot section(assuming it is in /boot/)
you may need to change the boot list to include windows and default to it. make sure to put a delay of 4 seconds so you can switch between the two.
once you are one with this step you are good to go
if you installed linux first use the 'dd' command to copy out the boot section of your linux partition (look this up on internet for exact syntax). after you install windows you have no way to go into linux, using the file that dd created for you you can add the linux bootup to your windows bootup list