Yes, I know how to do that!
Okay, pretty much every Linux distribution requires TWO partitions: one is for the Operating System, and the other is some sort of "swap drive". My understanding of the "swap drive" is that it acts as RAM at times.
You want two Operating Systems on your computer; Linux and Windows XP. You also want an extra partition for use as storage. This means that you really need to partition your hard drive into FOUR parts.
This is easier said than done. As almost every Linux distribution is different, it isn't easy to tell you how to select the "swap drive" in the Ubuntu installation.
But in any case, you must install Windows XP first.
I'm going to assume you know how much memory you want to dedicate for Windows, Linux and your Storage volume. I'm also going to assume you have nothing valuable on your hard-drive, because we are going to erase it completely (i.e. backup if you do).
Put in your Windows XP disc into your computer. Now turn off your computer. Now turn it on again.
You should be approached with this message:
Press any key to boot from CD…
Press any key. Wait for Setup to load.
Setup may ask you if you want to install or repair Windows. Press ENTER to INSTALL (not repair). Setup will then ask you to press F8 to agree to the EULA.
Then you should be approached with a partition screen.
DELETE ALL PARTITIONS. This usually means pressing D, then ENTER then the letter L (for some reason. I don't know why the letter L relates to deleting anything). Do this on ALL PARTITIONS.
You should then be left with only "Unpartitioned space" in your list.
Now press C to "Create Partition". You are about to enter the memory of your WINDOWS XP partition. Type in the number of megabytes you want XP to have. Now press ENTER to create the partition.
Then press the DOWN ARROW to select "Unpartitioned space" in the list, and press C to "Create Partition". Now you must enter the memory in megabytes that you want your STORAGE VOLUME to contain. Press ENTER.
The remaining "Unpartitioned space" is dedicated entirely to your LINUX partitions. There is no need to create a partition for it, as this will only cause complications.
Press the UP ARROW to select "C: Partition1 [New (Raw)]", which will be your XP partition. Press ENTER to install.
The best option is to format the partition using the NTFS filing system, and the slow version at that (not the "Quick" one).
When Windows is installed, you should be able to format the "Storage Volume" from My Computer. If you can't, then don't panic, just post a reply here. I know exactly what to do in that scenario.
You must now install Linux. Linux MUST be installed AFTER you have formatted your "Storage Volume". Otherwise, things could get confusing. When installing Linux, choose the unallocated space on your hard drive to create your two Linux partitions. The swap partition should be similar to RAM sizes (i.e. 512mb at the least, could go up to 2 or even 4 gigabytes).
Tell me how you go with that.