Windows

Well, here are the issues as I can see them.
Your XP box probably has 1 hard drive, and it is in 1 large partition, all formatted with NTFS.
So, to install DOS, you would need to either a) use Partition Magic to free up some space and create a new partition from the current one that you could format at FAT, and then install DOS on, or b) get a 2nd hard drive, format it a FAT with a DOS boot floppy, and then install DOS on it.
I would go with option B, personally. A new hard drive (a small one will do), formatted with FAT and DOS installed on it.
Then, you would have to modify the BOOT.INI file on the XP partition, and point the ARC pathing to the DOS install so DOS would show up as a bootable option. Modifying the BOOT.INI file is easy.
But yes, it is possible.

You can install MS-DOS 5+ on a system with a Windows XP, or Windows 2K, or Windows NT already installed on it so you can select either during bootup (a dual-boot). No utility is used.

C: must be the system startup partition (Primary Master), and must use FAT because both OSs use C: during the initial boot process and DOS can only read from a FAT partition.
If C: is not a FAT you must convert C: to FAT with loss of data (create image!) and use the #2 Reinstall method, or use a utility.

You have two options:
#1 Repair
You can install DOS on the C: partition (FAT only). Then repair the XP/2K/NT with its CD or Setup Disks (no data loss).
#2 Reinstall
Fdisk, repartition, format C: as FAT. Now install the DOS on C:. Then reinstall Win XP/2K/NT on C:, or elsewhere on a NTFS or FAT partition (data loss occurs but you can first create an image of XP/2K/NT and restore it later).

If you wish, you can then Any 9x on [DOS+XP/2K/NT].