Failed Maxtor Drive

Hello all,

Sadly, my Maxtor drive in my Dell PC has failed. After the XP logo comes on where the blocks move from left to right, a blue screen quickly flashes and the computer rebotts, thus inhibiting me from ever logging on. Of course I have some valuable data that I need to recover. Can you give me any insight as to what I can do so that I can recover me data? Any help would be grealy appreciated.

(By the way, I have read on here that someone used chkdsk /r, but where would I type in that command?)

Thanks a lot!