Partition Magic used to include a boot loader called Boot Magic. If you have Boot Magic, you can set it up to be your bootloader to choose between windows and Linux.
If you don't have Boot Magic, then go to
www.gnu.org, and download a copy of the grub manual for instructions on how to set up grub as the bootloader.
Then boot Linux from the install cd, and set up grub. The manual has good step-by-step instructions.