I've got this from RedHat web site:
There are a couple of ways to approach a dual boot.
In the first scenario, let's say you have an empty machine, and because you're a glutton for punishment, you want both Windows 2000/XP and Red Hat Linux. This is a bit like using Earl Scheib on a Porsche, but here goes:
Partition. Use fdisk to create two partitions of appropriate size for your install.
Install Windows. You're on your own here. Time and many reboots go by...
Boot into the Red Hat Linux installer, and install into the second partition. All should go swimmingly, until you're faced with a choice between boot loaders and install locations.
If you wish to let Lilo or GRUB control the install, so be it. Either one *should* pick up the fact that Windows is already there and compensate.
If it doesn't, and your boot loader of choice only boots Linux, a lilo.conf entry should look like:
A grub.conf entry should look like:
map (hd0,0) (hd0,2)
map (hd0,2) (hd0,0)
(Hint: type "info grub" at a command prompt for a full breakdown of what this entry means.)
You may choose to let another boot loader handle the install, in which case you will want to:
Boot into Linux and copy the boot image from the first sector of your boot partition. You'll want to take 512 bytes of this partition once, and write it out to a file called bootsect.lnx. The entry should look like:
dd if=/dev/hdX of=/bootsect.lnx bs=512 count=1
Move that file onto your c:\ drive and edit boot.ini, adding the following line:
On to the second, more common scenario. It's likely that you already have Windows and are testing the waters, taking a class, or planing to migrate. Or maybe you just want to get something done without crashing for a change.
In this case:
Scandisk, defrag, and empty your recycle bin (unless you want a clump of cruft at the end of your drive.)
Repartition your drive with fips (or something similar). Don't bother trying to format this partition--you'll only wipe it out later and certain 3rd party formatting doesn't go right.
Enter the Red Hat Linux installer and proceed through the install using the second partition as your target drive.
(Hint: make sure to create a boot disk. If something goes wrong, you want to at least be able to get into one of the OS's.)