It's pretty easy to dual boot Windows XP.
If you have a 2nd drive laying around, that would be pretty easy to do, and safe.
But if you want it on the same harddrive, you need be able to have about 10-15 gigs of space free on your harddrive. People use partition magic or qparted to reduce the size of the Windows partition to make room for the 2 linux partitions you need. (one large for all your files, and another around 500meg to 1gig partition for swap partition).
Once you make room for it (backup before doing that, resizing partitions isn't the safest thing to do sometimes) all you have to do is have a recover WinXP cdrom that you can get to the recovery console in. You need that incase you decide you don't like Linux or give up, or something bad happenned. That way you can use the disk to get your Window's bootloader back into working condition.
Once you have that, and resized the partition to make room, and have all your Linux installation media burned to cdroms, then the installation is relatively painless.
Most Linux installations have nice graphical installation managers that will do most of the work and try to explain what is happenning as you go along. Usually if you don't know what to do, just accept the defaults and you'll be fine.