A basic install on your laptop that already has WinXP would go something like this:
1. Check the WinXP partition and resize if you need to. A good rule of
thumb is to halve the drive, one for each OS (this, of course, also
depends on the size of the drive!).
2. download the iso's of your selected Distro (my favourite is Mandrake
and burn them onto cd's.
3. boot up with the install CD and follow the onscreen prompts.
4. Once completed, you should be able to boot your laptop and it'll give
you a selection of which OS to boot up.
Linux is not hard to solo install, but you need to make sure WinXP is installed first, as it changes your MBR every time. Linux will just add to the existing MBR.
Hope this helps,