[Lady Taz]

I have windows 98 installed on my computer ( a gateway).
I have recently downloaded windows xp professional corporate.exe
I want to install the windows xp and then remove the windows 98.
When I click on the .exe for windows xp pro corporate, I get the message: "windows xp pro corparate.exe is not a valid win32 application"
I would like to get rid of windows 98 and install windows xp.
I looked on the microsoft webpage and they said that it was possible to have two operating systems on the computer at one time. That is why I was going to install the windows xp and then delete my windows 98.
Can anyone tell me how I can accomplish this task?
I am not great with computers. That is why I am reluctant to delete windows 98 first. (If there is no windows 98, can I still access the windows xp pro corp.exe?)
I would appreciate anyones help.