Adding to what Slogan has just said, its more than likely you will just have 1 partion with everything on e.g your O/S, games, music etc....
To be able to Dual Boot you will have to have atleast 2 partions.
Providing you havent filled up your entire drive, you can use something like partion magic to create another partion. Once you have created a partion, pop your XP CD in, restart your machine and then press any key to boot from cd.
Then just follow the on screen instructions. Now when it comes to installing XP, make sure you install it on the empty partion and not the one that has Vista on.