OK, I have Gentoo linux and Win2K running on my machine, here is what you do.
First, unless you have a open partition about (minimum) 10 to 20 Gig open, open one up for linux and leave it un-partitioned
second download your distro (I prefer Gentoo cause it really teaches well and works well too)
3rd start your install on the un-partitioned partition and you're going to want to set up a boot partition, swap partition, root partition and trust me on this, it's handy!!! a home partition.......
One other thing to do is go to gentoo.org and read and write some forums there.... They are a ton of help
4th, do the install and here is how mine is setup to give you a idea as to what you are looking at
Hard drive 1 is hda
Hard Drive 2 is hdb
hda1 = Win2K
hda2 = storage for misc files
hdb1 = boot
hdb2 = swap
hdb3 = root
hdb4 = home
Now, hdb3 is mounted in linux like this.....
mount /dev/hdb4 /home
Also for a dual boot system you can use 2 boot managers...
One is Lilo and the other Grub, my recommendation is don't use Grub right away though it is much more pretty to look at but is Lilo cause it'll let you know if there is a error in your boot command file, the file that says what partitions to boot from.
I know it is a lot to take in, but I tell you what, if you're like me, you soke it up quick