I think I can help. I was somehow able to make a triple-boot system with W98, W2K Server and Mandrake 9.2, so I feel like I "know" installation.
You stated that you have XP Pro already installed. I assume your disks are going to be IDE. If you have two, linux will detect them as hda, and hdb and your CD-ROM will be hdc.
Now I will confess that although I *tried* to install Mandrake 10.0 (it didn't work because my CD-ROM is SCSI), I have never used a Mandrake distro newer than 9.2. But it should be just the same. Basically, Windows just sits there and is Windows. Linux can take care of the booting options.
I'm going to give you some instructions that have worked for me every time. There are probably other ways of doing this. Be sure to ask if any of these instructions are unclear or "over your head" and I will clarify. (I'm doing this from memory so I hope I don't leave anything out). I'm assuming your computer allows booting from CD-ROM, and I'm assuming the new drive has been partitioned and is completely blank (it can be formatted FAT32 or NTFS, though.) If not, let me know if you need help with it.
1. Physically attach the new drive to the computer and boot up with the Mandrake CD.
2. Press Enter to install a new system with Mandrake.
3. The configuration will ask where you want to install the OS. It shows a list with the different disks and indicates the disk that has WinXP on it. Choose the other (empty) one. Linux will format the disk to its own filesystem (in my case, ext3). Allow it to autoconfig your partitions, it will make one for /, one for /home and one for swap.
4. The installer will also ask you to configure a boot loader. You will choose either LILO or GRUB (I've always used LILO) and ask where to put it (on a diskette, in the MBR, . Select to put it in the MBR. It will ask what do you want to include in the boot loader (linux, failsafe, windows) I just let it add everything.
The thing I like about Mandrake is I find its a good distro for newbies. The first time I ever installed linux it was Mandrake 6.5 on a system already running Windows 98 on one disk. Mandrake was able to resize my Windows partition and squeeze itself on the end of the disk without wrecking anything. To this day I still run that system (original Win98 install, now with Mandrake 9.2)
Anyway try this and let me know what happens. P.S> It never hurts to make backups first!