If you are installing Windows you can make partitions during the
installation procedure. Just boot the computer using the Windows
XP disk. You won't need any other boot disks or OSes.
If you already have Windows installed, you can go to Computer
Management >> Disk Management. Then you can create partitions and
format drives from there. To get to Computer Management, right
click My Computer, then click Manage. Look for Disk Management in
the list on the left side of the window.