If Vista is the only OS installed on your computer and it is currently using your whole drive (all drive c: ) then you will need to Shrink your partition to allow a new partition to install XP.
You can Shrink the partition in Vista's Disk Management. Backup important stuff before performing this task.
If you are installing XP after Vista you will have other issues though... the Dual Boot screen for Vista is different and XP will overwrite it. Also, When XP boots it will show as D: for everything and your Vista partition will be on C:. Being that they are both NTFS, you have to be careful to not write to one or the other when installing programs.
Here is a step by step guide and the only thing I question is why they are doing the shrink in DOS when it can easily be done in Disk Management...http://apcmag.com/5485/dualbooting_vista_and_xp