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The default option is to automatically wipe the existing (XP) system from your computer. You can make the two systems work together by reducing the space (partition) on the hard disk that XP uses, and installing Fedora into the free space. There is a little bit more to it than that, so search for "dual boot" on either this site or Google for more complete information if you want to have both on the same system.
You can do a standard installation by putting disc 1 in the drive and just accepting the defaults. There are lots of options but you don't need to use them. All you need to set is a) the "root password" (which is used for administering the system) and b) a username and password for you to log in with.
you should get the installer on boot - check that the BIOS is set to boot from CD, and check that the .iso's are good using md5sum (there is a m$ freeware app available) - the correct md5sum will be available from where you downloaded the distro disks, make sure that matches yours.
Originally posted by redfoxstore Anyways websites, books, or hints?
I heard about this site called linuxquestions.org that's supposed to have good tutorials and lots of people willing and able to answer questions of all sorts about Linux
Seriously though, the Fedora site should have some good info. For specifics or installing Linux in general the Linux Documentation Project at www.tldp.org also has some good reading. TLDP has documents to help with installing Linux including dual booting windows/linux guides along with documents for all sorts of specific things you may wish to do, such as set up a webserver.
The best overview of what you can do with Fedora I've seen is The Red Hat & Fedora Bible by Christopher Negus. If you've read that you can easily move on to more specialised books and sites for whatever particular topics interest you.
As always, when you need to know something, Google is your best friend: