My experience with installing WinBlows ( Why would you want too? Just use all that new space with linux

)
Anyway I realize that not everyone can make a clean 100% break from windows if only because of games.. so
Just boot your computer with your winblows boot disk. FDISK your drive MAKE SURE YOU ONLY REMOVE YOUR WINDOWS PARTITION .... At this point you don't have to make a new partition or format. Unless you have a specific reason for needing something other than a NTFS partition.
Boot with your WinBlows XP CD and use the Unpartitioned space, and have windows format quick using NTFS
Install as normal. when you are done and are ready to re-install your boot-loader.
Boot with your Mandrake CD / DVD and when the option comes up to press enter for install or F1 for more options. Press F1 then at the prompt type 'rescue' and when the menu comes up tell it to re-install boot-loader.. and it will go through and verify your installations and re-do Lilo for you

Exit this menu and remove your DVD and reboot and enjoy..
Hope this helps.