Disclaimer: read this site first http://www-128.ibm.com/developerworks/library/l-bootload.html?ca=dgr-lnxw10LILOandGRUB
Do any of this at your own risk! Though the risk is non-existant if you follow the instructions and read this site. If you make a mistake you may not be able to boot into your computer, though it is easy enough to fix if you know how.
The software that loads fedora or windows is call a bootloader. You will have grub or lilo installed (I am unfamiliar with fedora but I think it will be grub).
If it is grub then you can change the order by editing a pariticular file, maybe /boot/grub/menu.lst though maybe grub.conf. Simply find either file, though grub.conf may simply be a symlink to menu.lst.
Open this file with an editor (you will require superuser privelages. So from a terminal type su and login using the root password and fire up an editor (nano or pico is simple to use).
Find a line in the file that begins with "default=..." . it may or may not be there. if it is it will be followed by a number, it will probably be 0. You should change in to 1. However, the number depends upon the entry that windows has in the file. 0 is the first OS entry, 1 is the second...etc.
So scroll down in the file and you should see something like
title GNU/Linux Fedora Core 3
root (hd0,2)
kernel /boot/vmlinuz-2.4.22-1.2115.nptl ro root=LABEL=/ hdc=ide-scsi hdd=ide-scsi apm=off acpi=on vga=788
initrd /boot/initrd-2.4.22-1.2115.nptl.img
title Windows XP
rootnoverify (hd0,0)
chainloader +1
Since XP is the second entry you would make the line into "default=1". If windows is the third entry then make "default=2". etc.
If the line is not there then create it.
But please understand the risks involved with changing this file and do so only at your own risk. The risks are your bootloader not knowing what to boot and so not being able to boot an OS. You can actually manually specify an OS, you can also use a recovery or live-cd and reconfigure the menu.lst file also if you make a mistake, though I will not explain how to do this - I shouldn't need to!
If your bootloader is lilo (I don't think it is) then read that website and it should explain how to do the equivalent thing....instead of using a number for the "default=.." you use a label.
The file to change should be /etc/lilo.conf and once you have edited the file you MUST run lilo (a program) as root.