Windows has no provision for dual boot.
Many Linux distros offer to set up dual boot automatically during an install to a computer that already contains Windows (Ubuntu, Fedora, Mint that I know of; Slackware does not--it expects you do your own partitioning). This involves resizing your Windows partition, so be sure to back up crucial files on the Windows side first.
I have not used this feature. The last time I set up dual boot computers, they were dual booting Windows 95 and Windows 2000.
Edit: Another option would be
to try wubi. Still another would be to go whole hog and blow Windows away.