You turn off any Plug and Play option in your bios, and set it to boot off cd.
Then during the install select a custom partition layout to make sure nothing touches the windows install. About halfway through iirc.
Lilo will probably be automatically installed in the MBR, with a windows reference. Near the end of the install.
Pick most of the Development packages to easy installing, configuring, updating and compiling (basically saves you a lot of hastle). Select the 'Pick individual packages' checkbox and spend a few mins reading about the software packages.
Dont try to use the root gui, it has been crippled so you dont even try (until you get good). Use the
su to become root for admin tasks, or KDE's Run.. menu option which allows processes to be launched as root.
It's quite easy. Dont worry if you screw up and start again, after your first time it's a breeze. Have fun