To the HDD where you want it and manually set the 3 Fedora Partitions to the Second Drive.
This is assuming that you have XP installed already.
If you are currently using Fedora on this computer you can install XP to the second HDD.
It's not necessary to have the Fedora Boot Partition on the Primary Drive though some files will be copied to the First HDD in this system and the Grub Boot Loader will be included in the operation.
If you allow the Second OS to install this way you will be prompted every time you start the computer and asked which OS you want to load. You can chose using the Arrow Keys and then press Enter or just allow the system to boot after it times out.
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