Windows XP cannot read or write Linux partitions.
"Out of the box" Linux can READ from XP (NTFS) partitions but it cannot write to them.
If you go into the Mandrake Control Center you can mount your Windows Partitions under Linux.
However a MUCH better solution is this:
http://www.jankratochvil.net/project/captive/
It works so well it's not even funny.
It grabs a few drivers from your Windows XP install and uses them UNDER LINUX to safely access the XP NTFS partition.
After installing this, Linux can read and write to your XP partition safely.
Check it out.