If you can try and get a copy of "partitionmagic 7.0/8.0" by powerquest as i've installed many a time on different machines with all flavours of windows and found this one to be the best at it!!
Lets say you have a 20/30/40/4.3!! gb drive (it doesn't matter)
Anyway devide the drive up into 2 partitions first (say 10gb+10gb)
Then on the second partition create the space you need for linux to run (it will automatically make the neccessary swap file needed by linux) and then install linux on this partition (and make sure you put lilo on the first section of the drive and NOT onto the MBR- Master boot record) Then install "bootmagic" (it comes with Partitionmagic) and follow the instructions and "add" linux to the boot menu and "enable" it
Job done! when you next boot up you will have a choice of Windows xp / or Linux
Hope this helps!!