RED HAT 9.0 & Windows XP Dual Boot

hi
i am really new player in Linux world. almost learning ABCD of Linux system. i have windows XP installed on my Laptop and wanted to install Linux Red hat 9.0 to make it dual boot system. i do not have any partition yet on the hard drive. its FAT32 type drive. can i just boot Linux cd from D drive and install it? if any one has any idea or link where i can get more information please do reply.
Thanks,
Shalin