Install the windows first. Its faster and easier to do it this way. (I have described this method a few times before here, so I'll be briefer than usual - search with my username to filter out the threads with your search term if this doesn't help enough):
Once Windows is installed, swap the drives, so Windows is on the second drive, and install Linux. If Fedora's installer doesn't get lilo or grub installed to recognize and boot both operating systems, report back and we'll take it from there (been there as well.
)