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I have read that Windows should only be put on the primary HDD
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I'm not sure about it as I haven't installed XP for quite a while, but if that's the case you can
always change the order of your HDs in BIOS and then just update grub. I don't think it should be a problem.
I would make the second drive the primary one in BIOS, install windows on it (which would overwrite Master Boot Record).
Then what you need is to reinstall grub.
edit: Obviously you'd have to install grub on the MBR of the appropriate hd (not the one where your linux is now.)