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Windows must be installed FIRST on the first primary partition C:. Then go ahead and install linux. Linux will install it's bootloader to the mbr making an easy dual boot setup for you. It is much safer to have windows on the first partition C: in case of technical difficulties.
If you install linux first and then windows, you will not be able to boot linux because windows will overwrite the linux bootloader.
10 gigs is barely enough to install both operating systems. You will have very little room left for data.
You should have 10 gigs for Xp and 6 gigs for linux. You should have a separate partition formatted as fat 32, so that you can access the data with both operating systems.
You can do the partitioning in the Xp install or during the Red Hat install.
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