linux has a default filesystem of ext3 which windows does not support. so you have to have some "unallocated" space on your hdd. after you have sufficient space(10gb atleast for fedora core 7) then get a bootable disk of fedora core and boot your machine through it. it will detect the unallocated space on its own and ask you to create a partition for linux. create the partition and specify a mount point.
you will get the dual boot option from the grub loader which will be automatically installed along with linux.
hope this helps. c ya!!
you should try googling for good linux distributions. i personally use ubuntu and have used fedora in the past. c ya!!