Best way is to make a second partition and install Linus in the new one, thereby having a multi boot system.
I have tried out a few Linux distros on an Xp machine and found a good way of doing this is to install Virtual Box first, then install Linux within the Virtual machine that you create with Virtual Box. Virtual Box is a free download from www.virtualbox.org.
I have tried dual boots before but am always a bit worried about then as my work and main system is XP. I tried VMware as well and ran Linux within a virtual machine created within VMware. You can get a dual system effect if you set the virtual machine to start up in the background once Windows has finished loading, it is then possible to switch between the two systems by clicking on a window of the system you want to work on.
fredscotland, tells you to use a program within a program because he is worried about XP being his main OS. To have a duel boot system you use one program in one partition or you use the other partition for the other program. He is relying on XP working with another program working inside that (Virtual Box) to run another program inside that.
Will it work?, most probably!
Is it the best way to do it? I don't think so.
It is your machine and therefore your decision, but do you think it would be better to either run XP or Linux or to run XP with Virtual box running inside that with Linux running inside that.