Loosely, the order of things will be as follows:
-Install Windows XP Professional and give it 2.0 GB of space out of the 4 GB available.
-Install Red Hat Linux 7.3 into the other 2 GB.
Simple, eh?
Installing Windows XP Professional
To dual boot, you can install Windows XP exactly as you normally would, while making sure to leave room for the Linux partition.
Installing Red Hat Linux 7.3
Once Windows XP is installed, you can install Red Hat Linux 7.3 by inserting CD One of three and letting it boot. Then, just follow the instructions on the screen. When it's time to partition the disk, I chose the default option to Remove All Linux Partitions On This System since I had no Linux partitions
Then http://uk.builder.com/programming/unix/0,39026612,20265546,00.htm
After you've installed these os's it's convinient to use third party software to choose which one os do you want to boot. There is only one software for it or may be two, but Acronis OS Selector is better cause it has easy-to-use tool to manage booting of multiple operating systems on a single PC and protect your computer from boot viruses.
More about it http://www.acronis.com/homecomputing/products/osselector/