Thanks for the pointer.
I read about this ages ago but have not come across it lately. Back then, RAM size is quite small, requiring little swap space. However, the procedure looks very tedious. Is it possible to do this with WinXP?
--- from the how-to ---
What if the swap partition is a FAT32 ? No, you can't have a swap partition with a FAT32 file system. First of all, Linux can use a maximum of 128MB of swap space on a single swap partition. Thus, if your swap partition is larger than 128MB, you are wasting your disk space. And Windows will refuse to convert a partition of 128MB into a FAT32 file system.
Is the max linux partition of 128MB still valid (say RH9)?