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I personally have Windows installed on a 40GB drive on the master IDE controller on the mainboard, and linux installed on a seperate 40GB drive connected to a PCI ATA100 controller. I did it this way because I wanted more space and its just easier to have a drive for each OS, IMHO. Remember, I've been doing this awhile, I've BTDT. You can, of course have several OS installs on the same drive, but partition tables get corrupted, all sorts of weird things happen eventually. If you ever want anything to work the way it's supposed to, avoid Partition Magic like the plague. Just my opinion, your experience may vary.
At any rate, installing Win NT/2K/XP are easy alongside any of the newer linux distros. It used to be you had to go through the pain of bootstrapping Linux to its own partition, then creating an image of the boot information, copying that over to your NT drive, etc, etc. Now the newer versions of LILO and Grub can boot Win NT/2K/XP for you, so all you need to do is install Windows first, Linux second and let it boot the system for you. It's especially easy with Mandrake or Redhat, as they will normally automagically recognize your Windows install and do everything for you, but those distros may not be for you.
If you run into some trouble, post it to the Linux forum, we'll fix it.
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