I tried to install Mandriva One from a Linux Magazine DVD last night. I chose the live install icon on the desktop and chose to use free space on the HD. Mandriva copied some files for about 15 minutes and then everything seemed to freeze. I rebooted and Windows XP started up as usual(I want a dual boot of Mandriva and XP).
I took a look at the partitions with Gparted and discovered that Mandriva had created 3 new partitions but I assume it didn't install the bootloader as Windows XP booted in the same manner as usual.
This is how my HD looked in Gparted -

/dev/hda
/dev/hda1 NTFS 34.20GB Windows XP

/dev/hda2 extended 73.45GB
/dev/hda5 FAT32 73.45GB Data partition used to store music etc.
/dev/hda6 ext3 5.85GB
/dev/hda7 linux swap 1.07GB
/dev/hda8 ext3 38.10GB

As the bootloader apparently wasn't written could I simply format the three new partitions Mandriva created and then do a fresh install, without damaging in any way data partition with all my important stuff on dev/hda5?

Yes you can, just format the drives. It won't affect anything since the bootloader isn't installed yet (and therefore doesn't have any files on the partitions); you would know if it was installed

In every setup I've been through this far the bootloader has been one of the very last things in the installation; first you usually detect hardware, then you partition the drive, then you copy the files on the harddrive, install apps and then deal with the bootloader stuff. So, if the installation is aborted before this, you're fine as long as you don't overwrite any existing (Windows) partitions, and in this case it seems you haven't (instead you created the partitions in addition to those that existed).

EDIT: and before the bootloader is actually installed, you're most probably asked if you'd like to install it to MBR or to some partition. Therefore it's not installed "without you knowing about it".

That's exactly what I needed to know.Thanks for the help!

Maybe everything went well, you just installed the bootloader
onto the linux partition as opposed to the MBR, and you did not notice.
Or maybe you did not install the bootloader at all
In that case you would have to edit the Zindows bootloader
so it can chainload to the mandriva bootloader (you are better of with grub rather than lilo)

You do not even need to reformat them actually, the installer would do that
(actually there might be an upgrade option that would make the install
very fast, you would soon end to the bootloader installation)

Yes you can preserve that during the install
Actually /dev/hda8 is probably /home (your personal files under linux)
that also can be preserved

Maybe daring, but does the dvd as a rescue mode?
Then you could use it just to install the bootloader
(if you are not confident with that or never done it,
do not do it, I just mention it as it is a good learning point)