Well, to dual boot, you need to install Windoze first. If you're using any NT derivative (including XP) you should install the bootloader on the first sector of /boot partition, that should be an option in the installer, although I have never installed Mandrake.
I suggest making one large extended partition and making seperate /boot (make this primary), /usr, /, and /home. This can help u if u ever want to install another distro, and saves on defragmenting the root partition.