dual boot
Partition so windows has its own space (probably a good idea for 10GB for the OS (NTFS or FAT32) and a second partition (FAT32)for storing files. Linux will be able to access and store files on a Fat32 partition. Leave how ever much space you want for linux unpartitioned- just blank space(6 or more GB minimum, depending on how and how much you're going to use linux).
Install Windows first and linux second. Some distributions will configure their own lilo or grub loader, some you'll have to do it yourself. Follow directions, print out installation instructions for your distribution, and be ready to hop online to ask questions if you need to.