It is pretty easy actually..I would start with Windows 2000, format with NTFS, run the setup, install all drivers etc etc get the base system up. By default it will go to C:\WINNT for its install directory.
Once that is completed boot from the Windows XP CD, begin the setup. When it comes time to choose the partition select the one already in place with windows 2000 on it most likey the c:\. Be SURE to select "leave the partition as is do not make any changes" or something like that. This will leave the current data/OS in tact. Now the next step is choosing which folder to install Windows XP on. It should default to C:\WINDOWS, which would work fine for you since win2k should be at C:\WINNT. Just verify the install path of win2k once you install it to be sure. Worse case scenario you can select a new location to install XP such as creating a new folder saying WINXP or something. Then just proceed with the XP Install as normal.
Once completed you should be prompted which OS you would like to boot to as the BOOT.INI file gets altered to reflect the dual boot setup.
