Try Linux without installing -run from CD
Knoppix
1. backup any information in XP that you deem valuable
2. use a non-destructive partitioning tool like "Ppartition Magic" (the latest version) that is able to resize the Windows partition without loosing data, make the partition smaller to create as much free space as you need to install your Linux distribution -do not create any partitions in the free space
3. during Linux install there will be some kind of tool to create partitions in the free space -you will need at least a "swap" partition (1-2x the size of your RAM is usually okay) and a "/" root partition
Install your Linux bootloader on a floppy and boot Linux with that -the safest bet, or you could take a chance and install the Linux bootloader on the MBR of the drive, but be sure your Linux distro's bootloader supports booting an NTFS partition -and be sure to add the Windows boot option if it is not already done for you.
an alternate methood: install a second hard disk and install Linux on that.
Before you leap -look- checkout the online documentaion for your distro, checkout the help files at linux websites etc.