if you are using the entire HD (all formatted ntfs/fat for windows xp) you will probably want to repartition, there are a few tools to do this, one that comes to mind is partition magic, although you will want to backup important data first anyways.
in partition magic resize the partition, and give yourself a few blank gigs
then put in the first install disk and reboot!
advice: make a linux boot disk (will ask you in the install process) which will let you boot linux if for some reason the bootloader doesn't like you
also have your windows XP cd on hand... if you need to "remove" the bootloader you install as part of the setup process, boot to the cd, load the recovery consolel and use the fixmbr and fixboot commands.